Ornstein-Uhlenbeck limit for the velocity process of an \(N\)-particle system interacting stochastically

DOI10.1007/s10955-013-0835-4zbMath1292.82026arXiv1304.4034OpenAlexW2016764187MaRDI QIDQ2440360

Yves Elskens, Bruno V. Ribeiro

Publication date: 18 March 2014

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

Full work available at URL: https://arxiv.org/abs/1304.4034

zbMATH Keywords

Ornstein-Uhlenbeck processpropagation of chaosdiffusion on a sphereKac programKac systemsparticle in a heat bathstochastic interactions in many dimensions

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22)

Cites Work

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• Stochastic Processes for Physicists
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