Acta Mathematica · 1998 · 59 citations · 20 references
Natural SciencesMathematicsPhysicsDynamical SystemsProbability TheoryStochastic ProcessesDissipative SystemsErgodic TheoryMarkov ProcessesSpectral TheoryStatistical MechanicsStochastic Differential EquationsDissipative Dynamical SystemsDissipative ProcessesErgodic PropertiesErgodicityLangevin EquationsOrnstein-uhlenbeck ModelsOrnstein-uhlenbeck ProcessesSpectral Theory Of Dynamical Systems
We consider a class of models in which a Hamiltonian system A, with a finite number of degrees of freedom, is brought into contact with an infinite heat reservoir B. We develop the formalism required to describe these models near thermal equilibrium. Using a combination of abstract spectral techniques and harmonic analysis we investigate the singular spectrum of the Liouvillean L of the coupled system A+B. We provide a natural set of conditions which ensure that the spectrum of L is purely absolutely continuous except for a simple eigenvalue at zero. It then follows from the spectral theory of dynamical systems (Koopmanism) that the system A+B is strongly mixing. From a probabilistic point of view, we study a new class of random processes on finite dimensional manifolds: non-Markovian Ornstein-Uhlenbeck processes. The paths of such a process are solutions of a random integro-differential equation with Gaussian noise which is a natural generalization of the well known Langevin equation. In this context we establish that, under appropriate conditions, the OU process is strongly mixing even when the Langevin equation has memory and is driven by non-white noise.
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On the Theory of the Brownian Motion
G. E. Uhlenbeck, L. S. Ornstein · Physical Review · 1930 · 4.5K citations
Statistical Mechanics of Assemblies of Coupled Oscillators
G. W. Ford, Mark Kac, P. Mazur · Journal of Mathematical Physics · 1965 · 966 citations · Full text
On the theory of brownian motion
<i>Selected Papers on Noise and Stochastic Processes</i>
Nelson Wax, Marvin Cohen · Physics Today · 1955 · 871 citations
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