Central limit theorem for a class of relativistic diffusions
Author(s) -
Jürgen Angst,
Jacques Franchi
Publication year - 2007
Publication title -
journal of mathematical physics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.708
H-Index - 119
eISSN - 1089-7658
pISSN - 0022-2488
DOI - 10.1063/1.2759441
Subject(s) - class (philosophy) , limit (mathematics) , central limit theorem , mathematics , mathematical physics , physics , pure mathematics , combinatorics , mathematical analysis , philosophy , statistics , epistemology
Two similar Minkowskian diffusions have been considered, on one hand byBarbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]),and on the other hand by Dunkel and H\"anggi ([DH1], [DH2]). We address heretwo questions, asked in [DR] and in ([DH1], [DH2]) respectively, about theasymptotic behaviour of such diffusions. More generally, we establish a centrallimit theorem for a class of Minkowskian diffusions, to which the two aboveones belong. As a consequence, we correct a partially wrong guess in [DH1].Comment: 20 page
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