Construction of a relativistic Ornstein-Uhlenbeck process
Mathematical Physics
2017-03-22 v3 math.MP
Probability
Abstract
Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The invariant distribution of this momentum process as well as other associated processes are computed.
Keywords
Cite
@article{arxiv.1702.01288,
title = {Construction of a relativistic Ornstein-Uhlenbeck process},
author = {Jürgen Potthoff and Robert Schrader},
journal= {arXiv preprint arXiv:1702.01288},
year = {2017}
}
Comments
Version 3: A typo in one of the citations has been corrected