Finite time approach to equilibrium in a fractional Brownian velocity field

DOI10.1007/S10955-006-9270-0MaRDI QIDQ2370003zbMATH OpenOpenAlexFDO

Authors Peter Horvai, Tomasz Komorowski, Jan Wehr

Publication date 21 June 2007

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10955-006-9270-0

zbMATH Keywords

fractional Brownian motionpassive tracertwo points separation function

Mathematics Subject Classification ID

Stochastic integrals (60H05) Brownian motion (60J65) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Review text

This article studies the solution to the equation arising in a fractional Brownian motion with Hurst exponent. It is showed that for almost all realizations of the Brownian motion the trajectory reaches in finite time the nearest equilibrium point and that it will stay in it forever. The problem is motivated by studying the separation between two particles in a Gaussian velocity field which satisfies a local self-similarity hypothesis. The main tools are the time reversibility properties of the Brownian motion law.

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(3)

• Brownian motion far from equilibrium: a hypersonic approach
• Upscaling Lévy motions in porous media with long range correlations
• Lévy meets Boltzmann: strange initial conditions for Brownian and fractional Fokker-Planck equations

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