Construction of a relativistic Ornstein-Uhlenbeck process

Autor:	Potthoff, J��rgen, Schrader, Robert
Jazyk:	angličtina
Rok vydání:	2017
Předmět:	60H10 60H20 83A05 Mathematics::Probability Probability (math.PR) FOS: Mathematics FOS: Physical sciences Mathematical Physics (math-ph) Mathematical Physics Mathematics - Probability
Popis:	Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The invariant distribution of this momentum process as well as other associated processes are computed. Version 3: A typo in one of the citations has been corrected
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a5b8bd0a76984123612ea9377209ee0 http://arxiv.org/abs/1702.01288 Zobrazit plný text záznamu