Central limit theorem for a class of relativistic diffusions

DOI10.1063/1.2759441MaRDI QIDQ3544405zbMATH OpenOpenAlexFDO

Authors Jürgen Angst, Jacques Franchi

Publication date 8 December 2008

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

Full work available at URL https://arxiv.org/abs/math/0702481

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Transport processes in time-dependent statistical mechanics (82C70)

Abstract: Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel and H"anggi ([DH1], [DH2]). We address here two questions, asked in [DR] and in ([DH1], [DH2]) respectively, about the asymptotic behaviour of such diffusions. More generally, we establish a central limit theorem for a class of Minkowskian diffusions, to which the two above ones belong. As a consequence, we correct a partially wrong guess in [DH1].

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Cites work

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• Hydrodynamic behavior of Brownian particles in a position-dependent constant force field
• Relativistic Ornstein-Uhlenbeck process
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• The spatially one-dimensional relativistic Ornstein-Uhlenbeck process in an arbitrary inertial frame

Cited in

(11)

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• Brownian motion at the speed of light: a new Lorentz invariant family of processes
• Relativistic diffusions: A unifying approach
• Can diffusions propagate?
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• Functional central limit theorems and \(P(\phi )_1\)-processes for the relativistic and non-relativistic Nelson models
• Central limit theorems under special relativity
• A probabilistic view on singularities

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