English

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 (1+v)β(1+|v|)^{-\beta} for some β>0\beta>0. We prove that, under a suitable rescaling, the position process resembles a Brownian motion if β5\beta\geq 5, a stable process if β[1,5)\beta\in [1,5) and an integrated symmetric Bessel process if β(0,1)\beta\in (0,1). The critical cases β=1\beta=1 and β=5\beta=5 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