Homogenization of Ornstein-Uhlenbeck process in random environment

被引：8
|
作者：
Benabou, Gael [1 ]
机构：
[1] Univ Paris 09, CEREMADE, CNRS, UMR 7534, F-75775 Paris 16, France
来源：
COMMUNICATIONS IN MATHEMATICAL PHYSICS | 2006年 / 266卷 / 03期
关键词：
D O I：
10.1007/s00220-006-0046-9
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We consider a tracer particle moving in a random environment. The velocity of the tracer is modelled by an Ornstein-Uhlenbeck process which takes into account inertia and friction. The medium results in a possibly unbounded random potential. We prove an invariance principle for this kind of motion. The method used is generalized in order to obtain a central limit theorem for a large class of process, the most interesting application being a tagged particle in a medium of infinitely many Ornstein-Uhlenbeck particles.
引用
收藏
页码：699 / 714
页数：16
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