hal-00131422, version 2

Central Limit Theorem for a Class of Relativistic Diffusions

Jürgen Angst () ¹, Jacques Franchi () ¹

• 1:  Institut de Recherche Mathématique Avancée (IRMA)
• http://www-irma.u-strasbg.fr/
  CNRS : UMR7501 – Université Louis Pasteur - Strasbourg I 7 rue René-Descartes, 67084 Strasbourg Cedex, France France

Available versions :  v1 (2007-02-16) v2 (2007-05-04)

Bibliographic reference

• Type of document: Documents without publication reference (Preprint)
• Subject:

  Mathematics/Probability

  Mathematics/Mathematical Physics

  Physics/Mathematical Physics

• Title: Central Limit Theorem for a Class of Relativistic Diffusions
• Abstract: 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 Hänggi ([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].
• Fulltext language: English
• Keyword(s): Minkowski space – relativistic diffusion – Ornstein-Uhlenbeck process – mean square displacement – central limit theorem
• Classification: Primary: 60J60 ; Secondary: 83A05, 60J65
• Comment: 20 pages.

Attached file list to this document: 

• hal-00131422, version 2
• http://hal.archives-ouvertes.fr/hal-00131422
• oai:hal.archives-ouvertes.fr:hal-00131422
• From: Jacques Franchi <>
• Submitted on: Friday, 4 May 2007 18:44:52
• Updated on: Wednesday, 1 October 2008 14:57:39