نتایج جستجو برای: ornstein

تعداد نتایج: 2081  

2000
Lajos Diósi

We suggest a certain statistical interpretation for the entropy produced in driven thermodynamic processes. The exponential function of the irreversible entropy re-weights the probability of the standard Ornstein-Uhlenbeck-type thermodynamic fluctuations. ∗E-mail: [email protected]

2009
ALBERT C. FANNJIANG

We prove that the passive scalar field in the Ornstein-Uhlenbeck velocity field with wave-number dependent correlation times converges, in the white-noise limit, to that of Kraichnan’s model with higher spatial regularity.

Journal: :Stochastic Processes and their Applications 2002

Journal: :Bulletin of the London Mathematical Society 2008

Journal: :Journal of Economics, Finance and Administrative Science 2016

Journal: :Stochastic Processes and their Applications 2011

Journal: :Physical review 2021

We review and extend recent developments on the statistical properties of Active Ornstein Uhlenbeck particles (AOUPs). In this simplest models, Gaussian white noise overdamped Brownian colloids is replaced by a colored noise. This suffice to grant system hallmark active matter, while still allowing for analytical progress. first detail perturbative derivation steady state AOUPs in small persist...

Journal: :Probability Theory and Related Fields 2022

We study the Dyson–Ornstein–Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is beta Hermite ensemble random matrix theory, a non-product log-concave distribution. explore convergence to equilibrium this process for various distances or divergences, including total variation, relative entropy, and transportation cost. When number particles sent infinity, ...

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