We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and decreases according to a constant downward gravitational acceleration. We study fluctuations and strong laws of the motion of the particles. We further show that the joint distribution of the velocity of the inert particle and the gap between the two particles converges in total variation distance to a stationary distribution which has an explicit product form.
with S. Banerjee and K. Burdzy.
Lunes 9 de Mayo, 16:30 hrs. Sala 2, Facultad de matemáticas, Pontificia Universidad Católica de Chile, Campus San Joaquín.
Pontificia Universidad Católica de Chile (PUC-Chile)
Av. Vicuña Mackenna 4860, Macul,
Santiago – Chile
(+56 2) 2354 5779
Facultad de Ciencias Físicas y Matemáticas (FCFM)
Universidad de Chile
Beauchef 851, Edificio Norte, Piso 7,
Santiago – Chile