Relativistic generalization of Brownian Motion

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The relativistic generalization of the Brownian motion is discussed. We show that the transformation property of the noise term is determined by requiring for the equilibrium distribution function to be Lorentz invariant, such as the Jüttner distribution function. It is shown that this requirement generates an entanglement between the force term and the noise so that the noise itself should not be a covariant quantity.
11 pages, no figures, elsart.cls

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