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- W2024154987 abstract "We consider a multivariate Langevin equation in discrete time, driven by a force induced by certain Gibbs’states. The main goal of the paper is to study the asymptotic behavior of a random walk with stationary increments (which are interpreted as discrete-time speed terms) satisfying the Langevin equation. We observe that (stable) functional limit theorems and laws of iterated logarithm for regular random walks with i.i.d. heavy-tailed increments can be carried over to the motion of the Langevin particle." @default.
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- W2024154987 date "2012-01-01" @default.
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- W2024154987 title "Discrete-Time Langevin Motion in a Gibbs Potential" @default.
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- W2024154987 doi "https://doi.org/10.4236/am.2012.312a280" @default.
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