Central Limit Theorem for a Class of Relativistic Diffusions
概率论
2009-11-13 v2 数学物理
math.MP
摘要
Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel and H\"anggi ([DH1], [DH2]). We address here two questions, asked in [DR] and in ([DH1], [DH2]) respectively, about the asymptotic behaviour of such diffusions. More generally, we establish a central limit theorem for a class of Minkowskian diffusions, to which the two above ones belong. As a consequence, we correct a partially wrong guess in [DH1].
引用
@article{arxiv.math/0702481,
title = {Central Limit Theorem for a Class of Relativistic Diffusions},
author = {Jürgen Angst and Jacques Franchi},
journal= {arXiv preprint arXiv:math/0702481},
year = {2009}
}
备注
20 pages