相对论性Ornstein-Uhlenbeck过程的构造
Construction of a relativistic Ornstein-Uhlenbeck process
摘要:
基于有质量点粒子动量Minkowski空间中质量壳上的Dudley Wiener过程,通过加入特定的漂移项,构造了一个相对论性Ornstein-Uhlenbeck过程模型.计算了该动量过程以及其它相关过程的不变分布。
英文摘要:
Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The invariant distribution of this momentum process as well as other associated processes are computed.
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