Abstract
We generalize the results of Spitzer, Jepsen and others [1-4] on the motion of a tagged particle in a uniform one dimensional system of point particles undergoing elastic collisions to the case where there is also an external potential U(x). When U(x) is periodic or random (bounded and statistically translation invariant) then the scaled trajectory of a tagged particle {Mathematical expression} converges, as A → ∞, to a Brownian motion WD(t) with diffusion constant {Mathematical expression}, where {Mathematical expression} is the average density, {Mathematical expression} is the mean absolute velocity and β-1 the temperature of the system. When U(x) is itself changing on a macroscopic scale, i.e. {Mathematical expression}, then the limiting process is a spatially dependent diffusion. The stochastic differential equation describing this process is now non-linear, and is particularly simple in Stratonovich form. This lends weight to the belief that heuristics are best done in that form.
Original language | English (US) |
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Pages (from-to) | 279-290 |
Number of pages | 12 |
Journal | Probability Theory and Related Fields |
Volume | 75 |
Issue number | 2 |
DOIs | |
State | Published - Jun 1987 |
All Science Journal Classification (ASJC) codes
- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty