Discrete-Time Langevin Motion in a Gibbs Potential  

作　　者：Reza Rastegar Alexander Roitershtein Vadim Roytershteyn Jiyeon Suh 

机构地区：[1]Department of Electrical and Computer Engineering, University of California San Diego, San Diego, USA [2]Department of Mathematics, Grand Valley State University, Allendale, USA [3]Department of Mathematics, Iowa State University, Ames, USA

出　　处：《Applied Mathematics》2012年第12期2032-2037,共6页应用数学（英文）

摘　　要：We consider a multivariate Langevin equation in discrete time, driven by a force induced by certain Gibbs’states. The main goal of the paper is to study the asymptotic behavior of a random walk with stationary increments (which are interpreted as discrete-time speed terms) satisfying the Langevin equation. We observe that (stable) functional limit theorems and laws of iterated logarithm for regular random walks with i.i.d. heavy-tailed increments can be carried over to the motion of the Langevin particle.We consider a multivariate Langevin equation in discrete time, driven by a force induced by certain Gibbs’states. The main goal of the paper is to study the asymptotic behavior of a random walk with stationary increments (which are interpreted as discrete-time speed terms) satisfying the Langevin equation. We observe that (stable) functional limit theorems and laws of iterated logarithm for regular random walks with i.i.d. heavy-tailed increments can be carried over to the motion of the Langevin particle.

关 键 词：LANGEVIN Equation Dynamics of a Moving Particle MULTIVARIATE REGULAR Variation CHAINS with Complete CONNECTIONS 

分 类 号：O1[理学—数学]