Drift and diffusion for a mechanical system

DOI10.1007/BF01195479zbMath0832.60075MaRDI QIDQ1903098

M. Soloveitchik, Carlo Boldrighini

Publication date: 13 February 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic evolutionexponentially ergodic irreducible Harris chainmechanical system in the plane

Mathematics Subject Classification ID

Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Related Items (1)

On the violation of Ohm's law for bounded interactions: a one-dimensional system

Cites Work

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• The Smoluchowski limit for a simple mechanical model
• Bernoulli property for a one-dimensional system with localized interaction
• Convergence to a stationary state and diffusion for a charged particle in a standing medium
• Ergodic properties of a system in contact with a heat bath: a one dimensional model
• Central limit theorems for the one-dimensional Rayleigh gas with semipermeable barriers
• The Einstein relation for the displacement of a test particle in a random environment
• Steady-state electrical conduction in the periodic Lorentz gas
• Asymptotics of particle trajectories in infinite one-dimensional systems with collisions

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