Central limit theorem for a class of relativistic diffusions

DOI10.1063/1.2759441zbMATH Open1152.81316arXivmath/0702481OpenAlexW2071506793MaRDI QIDQ3544405FDOQ3544405

Authors: Jürgen Angst, Jacques Franchi 

Publication date: 8 December 2008

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

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].

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

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Mathematics Subject Classification ID

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

Cites Work

• Relativistic diffusions and Schwarzschild geometry
• Relativistic Ornstein-Uhlenbeck process
• A diffusion equation from the relativistic Ornstein-Uhlenbeck process
• Hydrodynamic behavior of Brownian particles in a position-dependent constant force field
• A diffusion process in curved space–time
• The spatially one-dimensional relativistic Ornstein-Uhlenbeck process in an arbitrary inertial frame

Cited In (11)

• Trends to equilibrium for a class of relativistic diffusions
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• Theoretical study of interaction between matter and curvature fluid in the theory of \(f(R)\)-gravity: diffusion and friction
• Brownian motion at the speed of light: a new Lorentz invariant family of processes
• Relativistic diffusions: A unifying approach
• Can diffusions propagate?
• A stochastic approach to relativistic diffusions
• 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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