Homogenisation for anisotropic kinetic random motions
Probability
2018-11-21 v1
Abstract
We introduce a class of kinetic and anisotropic random motions on the unit tangent bundle of a general Riemannian manifold , where is a positive parameter quantifying the amount of noise affecting the dynamics. As the latter goes to infinity, we then show that the time rescaled process converges in law to an explicit anisotropic Brownian motion on . Our approach is essentially based on the strong mixing properties of the underlying velocity process and on rough paths techniques, allowing us to reduce the general case to its Euclidean analogue. Using these methods, we are able to recover a range of classical results.
Keywords
Cite
@article{arxiv.1811.08415,
title = {Homogenisation for anisotropic kinetic random motions},
author = {Pierre Perruchaud},
journal= {arXiv preprint arXiv:1811.08415},
year = {2018}
}
Comments
26 pages, 2 figures