Brownian motion and quasi-markov processes II

Trevor W. Marshall and Pierre Claverie

Physica A: Statistical Mechanics and its Applications, 1980, vol. 104, issue 1, 223-232

Abstract: We discuss the conditions under which a generalized Brownian motion exhibits symmetry with respect to time reversal. We show that such a property is closely related to a property we call ‘radiative balance’, which implies the existence of a state in which both the mechanical system and the stochastic field driving it are in statistical equilibrium. We argue that an important subclass of Brownian motions, including stochastic electrodynamics, do not have this property. This means that a form of equilibrium is possible, in certain ‘open’ Brownian systems, in which the mechanical system is continually transferring energy from one part to another of the driving field's spectrum.

Date: 1980
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:104:y:1980:i:1:p:223-232

DOI: 10.1016/0378-4371(80)90083-7

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