Nash Estimates and the Asymptotic Behavior of Diffusions
Golden, K. ; Goldstein, S. ; Lebowitz, J. L.
Ann. Probab., Tome 16 (1988) no. 4, p. 1127-1146 / Harvested from Project Euclid
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 $\mathbb{R}^d$, the mean squared displacement behaves like $td + C(t)$, where $\dot{C}(t)$ (the time integral of the "velocity autocorrelation function") decays like $t^{-d/2}$. We also prove, using the estimates, that for a potential in $\mathbb{R}^d$ 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 $B = 0$.
Publié le : 1988-07-14
Classification:  Nash estimates,  diffusion in a potential,  invariance principle,  local perturbations,  velocity autocorrelation function,  60J60,  82A42,  35K10
@article{1176991680,
     author = {Golden, K. and Goldstein, S. and Lebowitz, J. L.},
     title = {Nash Estimates and the Asymptotic Behavior of Diffusions},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 1127-1146},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991680}
}
Golden, K.; Goldstein, S.; Lebowitz, J. L. Nash Estimates and the Asymptotic Behavior of Diffusions. Ann. Probab., Tome 16 (1988) no. 4, pp.  1127-1146. http://gdmltest.u-ga.fr/item/1176991680/