Publication Type |
Journal Article |
School or College |
College of Science |
Department |
Mathematics |
Creator |
Golden, Kenneth M. |
Other Author |
Goldstein, S.; Lebowitz, J . L. |
Title |
Nash estimates and the asymptotic behavior of diffusions |
Date |
1988 |
Description |
In order to analyze the asymptotic behavior of a particle diffusing in a drift field derived from a smooth bounded potential, we develop Nash-type a priori estimates on the transition density of the process. As an immediate consequence of the estimates, we find that for a rapidly decaying potential in Rd, the mean squared displacement behaves like td + C(t), where C(t) (the time integral of the "velocity autocorrelation function") decays like t-d/2. We also prove, using the estimates, that for a potential in Rd of the form V + B, where V is stationary random ergodic and B has compact support, the diffusion converges under space and time scaling to the same Brownian motion as does the diffusion with B = 0. |
Type |
Text |
Publisher |
Institute of Mathematical Statistics |
Volume |
16 |
Issue |
3 |
First Page |
1127 |
Last Page |
1146 |
Subject |
Potentials; Transition; Divergence |
Language |
eng |
Bibliographic Citation |
Golden, K. M., Goldstein, S., & Lebowitz, J . L. (1988). Nash estimates and the asymptotic behavior of diffusions. Annals of Probability, 16(3), 1127-46. |
Rights Management |
(c)Institute of Mathematical Statistics |
Format Medium |
application/pdf |
Format Extent |
879,866 bytes |
Identifier |
ir-main,5717 |
ARK |
ark:/87278/s6jw8zhs |
Setname |
ir_uspace |
ID |
706852 |
Reference URL |
https://collections.lib.utah.edu/ark:/87278/s6jw8zhs |