DRIFT AND DIFFUSION FOR A MECHANICAL SYSTEM

Citation
C. Boldrighini et M. Soloveitchik, DRIFT AND DIFFUSION FOR A MECHANICAL SYSTEM, Probability theory and related fields, 103(3), 1995, pp. 349-379
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
01788051
Volume
103
Issue
3
Year of publication
1995
Pages
349 - 379
Database
ISI
SICI code
0178-8051(1995)103:3<349:DADFAM>2.0.ZU;2-S
Abstract
We consider a mechanical system in the plane, consisting of a vertical rod of length l, with its center moving on the horizontal axis, subje ct to elastic collisions with the particles of a free gas, and to a co nstant force f. Assuming a suitable initial measure we show that the e volution of the system as seen from the rod is described by an exponen tially ergodic irreducible Harris chain, implying convergence to a sta tionary invariant measure as t --> infinity. We deduce that in the pro per scaling the motion of the rod is described as a drift plus a diffu sion. We prove in conclusion that the diffusion is nondegenerate and t hat the drift is nonzero if f not equal 0 and has the same sign of f.