Relativistic analysis of stochastic kinematics

Abstract

The relativistic analysis of stochastic kinematics is developed in order to determine the transformation of the effective diffusivity tensor in inertial frames. Poisson-Kac stochastic processes are initially considered. For one-dimensional spatial models, the effective diffusion coefficient $D$ measured in a frame $\Sigma$ moving with velocity $w$ with respect to the rest frame of the stochastic process can be expressed as $D=D_0{\gamma }^{-3}(w)$. Subsequently, higher dimensional processes are analyzed, and it is shown that the diffusivity tensor in a moving frame becomes non-isotropic with $D_{\parallel }=D_0{\gamma }^{-3}(w)$, and $D_{\perp }=D_0{\gamma }^{-1}(w)$, where $D_{\parallel }$ and $D_{\perp }$ are the diffusivities parallel and orthogonal to the velocity of the moving frame. The analysis of discrete Space-Time Diffusion processes permits to obtain a general transformation theory of the tensor diffusivity, confirmed by several different simulation experiments. Several implications of the theory are also addressed and discussed.

References in corpus (5)

• Relativistic Brownian Motion
• Stochastic foundations of undulatory transport phenomena: Generalized Poisson-Kac processes - Part I Basic theory
• Central Limit Theorem for a Class of Relativistic Diffusions
• Stochastic foundations of undulatory transport phenomena: Generalized Poisson-Kac processes - Part III Extensions and applications to kinetic theory and transport
• Stochastic foundations of undulatory transport phenomena: Generalized Poisson-Kac processes - Part II Irreversibility, Norms and Entropies

Cited by in corpus (5)

• Stochastic foundations of undulatory transport phenomena: Generalized Poisson-Kac processes - Part III Extensions and applications to kinetic theory and transport
• Lorentz covariant physical Brownian motion: Classical and quantum
• Series representations for the characteristic function of the multidimensional Markov random flight
• Spectral properties of stochastic processes possessing finite propagation velocity
• Slow diffusion by Markov random flights