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Teoriya Veroyatnostei i ee Primeneniya, 2012, Volume 57, Issue 4, Pages 794–799
DOI: https://doi.org/10.4213/tvp4482
(Mi tvp4482)
 

This article is cited in 9 scientific papers (total in 9 papers)

Short Communications

Linear Hamiltonian systems under microscopic random influence

A. A. Lykov, V. A. Malyshev, S. A. Muzychka

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (144 kB) Citations (9)
References:
Abstract: It is known that a linear Hamiltonian system has too many invariant measures; thus the problem of convergence to Gibbs measure makes no sense. We consider linear Hamiltonian systems of arbitrary finite dimension and prove that, under the condition that one distinguished coordinate is subjected to dissipation and white noise, for “almost any” Hamiltonians and “almost any” initial conditions, there exists a unique limiting distribution. Moreover, this distribution is Gibbsian with the temperature depending on the dissipation and on the variance of the white noise.
Keywords: Gibbs measure; convergence to equilibrium; Hamiltonian systems; white noise.
Received: 22.07.2012
English version:
Theory of Probability and its Applications, 2013, Volume 57, Issue 4, Pages 684–688
DOI: https://doi.org/10.1137/S0040585X9798628X
Bibliographic databases:
Document Type: Article
MSC: 60H10
Language: Russian
Citation: A. A. Lykov, V. A. Malyshev, S. A. Muzychka, “Linear Hamiltonian systems under microscopic random influence”, Teor. Veroyatnost. i Primenen., 57:4 (2012), 794–799; Theory Probab. Appl., 57:4 (2013), 684–688
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp4482
  • https://www.mathnet.ru/eng/tvp/v57/i4/p794
  • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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