A mechanical model of Brownian motion

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73 Scopus citations

Abstract

We consider a dynamical system consisting of one large massive particle and an infinite number of light point particles. We prove that the motion of the massive particle is, in a suitable limit, described by the Ornstein-Uhlenbeck process. This extends to three dimensions previous results by Holley in one dimension.

Original languageEnglish (US)
Pages (from-to)507-530
Number of pages24
JournalCommunications In Mathematical Physics
Volume78
Issue number4
DOIs
StatePublished - Jan 1981

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics

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