One dimensional critical Kinetic Fokker-Planck equations, Bessel and stable processes
Probability
2018-05-25 v1
Abstract
We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like for some . We prove that, under a suitable rescaling, the position process resembles a Brownian motion if , a stable process if and an integrated symmetric Bessel process if . The critical cases and require special rescaling. We recover some results of G.Lebeau and M.Puel [LP17], P.Cattiaux, E.Nasreddine and M. Puel [CNP16], and E.Barkai, E.Aghion and D. A. Kesslerwith [BAK14] with an alternative approach.
Keywords
Cite
@article{arxiv.1805.09728,
title = {One dimensional critical Kinetic Fokker-Planck equations, Bessel and stable processes},
author = {Nicolas Fournier and Camille Tardif},
journal= {arXiv preprint arXiv:1805.09728},
year = {2018}
}
Comments
14p