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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2012 Volume 57, Issue 4, Pages 794–799 (Mi tvp4482)

This article is cited 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

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.

MSC: 60H10

Received: 22.07.2012

DOI: 10.4213/tvp4482


 English version:
Theory of Probability and its Applications, 2013, 57:4, 684–688

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