In this article the linear Boltzmann equation is derived for a particle interacting with a Gaussian random field, in the weak coupling limit, with renewal in time of the random field. The initial data can be chosen arbitrarily. The proof is geometric and involves coherent states and semi-classical calculus.
In this note we continue a theme taken up in part I, see [Gzyl and Recht: The geometry on the class of probabilities (I). The finite dimensional case. Rev. Mat. Iberoamericana 22 (2006), 545-558], namely to provide a geometric interpretation of exponential families as end points of geodesics of a non-metric connection in a function space. For that we characterize the space of probability densities as a projective space in the class of strictly positive functions, and these will be regarded as a...
We prove a polynomial growth estimate for random fields satisfying the Kolmogorov continuity test. As an application we are able to estimate the growth of the solution to the Cauchy problem for a stochastic diffusion equation.
We study conservative ergodic infinite measure preserving transformations satisfying a compact regeneration property introduced by the second-named author in J. Anal. Math. 103 (2007). Assuming regular variation of the wandering rate, we clarify the asymptotic distributional behaviour of the random vector (Zₙ,Sₙ), where Zₙ and Sₙ are respectively the time of the last visit before time n to, and the occupation time of, a suitable set Y of finite measure.