Gaussian Convergence for Stochastic Acceleration of Particles in the Dense Spectrum Limit

The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant modulo π /2 and the power spectrum expectation is uniform....

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Bibliographic Details
Published inJournal of statistical physics Vol. 148; no. 3; pp. 591 - 605
Main Author Elskens, Yves
Format Journal Article
LanguageEnglish
Published Boston Springer US 01.08.2012
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Summary:The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant modulo π /2 and the power spectrum expectation is uniform. The proof provides a full probabilistic foundation to the quasilinear approximation in this limit. The result extends to an arbitrary number of particles, founding the use of the ensemble picture for their behaviour in a single realization of the stochastic wave field.
ISSN:0022-4715
1572-9613
DOI:10.1007/s10955-012-0546-2