%0 Journal Article
%T Discrete-Time Langevin Motion in a Gibbs Potential
%A Reza Rastegar
%A Alexander Roitershtein
%A Vadim Roytershteyn
%A Jiyeon Suh
%J Applied Mathematics
%P 2032-2037
%@ 2152-7393
%D 2012
%I Scientific Research Publishing
%R 10.4236/am.2012.312A280
%X <p>
	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.
</p>
%K Langevin Equation
%K Dynamics of a Moving Particle
%K Multivariate Regular Variation
%K Chains with Complete Connections
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=25988