Ergodicity of Langevin Processes with Degenerate Diffusion in Momentums
| dc.creator | Bou-Rabee, Nawaf | |
| dc.creator | Owhadi, Houman | |
| dc.date | 2007-10-23 | |
| dc.date | 2008-04-10 | |
| dc.date.accessioned | 2026-07-07T09:31:11Z | |
| dc.date.available | 2026-07-07T09:31:11Z | |
| dc.description | This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied to a single degree of freedom of the system). The geometric conditions are the approximate controllability of the process the fact that there exists a point in the phase space where the interior of the image of a point via a secondarily randomized version of the driving noise is non void. The paper applies the method to prove ergodicity of a sliding disk governed by Langevin-type equations (a simple stochastic rigid body system). The paper shows that a key feature of this Langevin process is that even though the diffusion and drift matrices associated to the momentums are degenerate, the system is still at uniform temperature. | |
| dc.description | 15 pages, to appear in International Journal of Pure and Applied Mathematics | |
| dc.identifier | https://arxiv.org/abs/0710.4259 | |
| dc.identifier | http://arxiv.org/abs/0710.4259 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/158373 | |
| dc.subject | Probability | |
| dc.subject | 37Axx; 60H10 | |
| dc.title | Ergodicity of Langevin Processes with Degenerate Diffusion in Momentums | |
| dc.type | text |