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Brownian motion and quasi-markov processes II

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  • Marshall, Trevor W.
  • Claverie, Pierre

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.

Suggested Citation

  • Marshall, Trevor W. & Claverie, Pierre, 1980. "Brownian motion and quasi-markov processes II," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 104(1), pages 223-232.
    • Handle: RePEc:eee:phsmap:v:104:y:1980:i:1:p:223-232
    DOI: 10.1016/0378-4371(80)90083-7
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    References listed on IDEAS

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    1. Florence Dinerstein, 1977. "To Terry and her husband who killed her," Review of Radical Political Economics, Union for Radical Political Economics, vol. 9(3), pages 22-23, October.
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    Cited by:

    1. Rodríguez, Rosalío F. & De la Peña-Auerbach, L., 1984. "On fluctuation-dissipation theorems for nonequilibrium steady states without detailed balance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 123(2), pages 609-616.
    2. Denis, Armelle & Pesquera, Luis & Claverie, Pierre, 1981. "Linear response of stochastic multiperiodic systems in stationary states with application to stochastic electrodynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 109(1), pages 178-192.
    3. Battezzati, M., 1984. "The dipole-dipole dispersion forces between spherical atoms from the Callen-Welton linear response theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 125(2), pages 591-606.

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    1. Denis, Armelle & Pesquera, Luis & Claverie, Pierre, 1981. "Linear response of stochastic multiperiodic systems in stationary states with application to stochastic electrodynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 109(1), pages 178-192.
    2. Marshall, T.W., 1980. "Brownian motion and quasi-Markov processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(1), pages 172-182.
    3. Roberts, P.H., 1983. "Random non-linear electromagnetic waves in vacuo," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 119(1), pages 274-290.

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