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arxiv: 0909.3385 · v1 · pith:WXOTTLM3new · submitted 2009-09-18 · 🧮 math.PR

Convergence of a kinetic equation to a fractional diffusion equation

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keywords equationprocessboltzmannconvergesdiffusionfractionallinearsolution
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A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), Y(t)), where K(t) is a autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance, while Y(t) is an additive functional of K(t). We prove that under a suitable rescaling the process Y converges in distribution to a Levy process, stable with index 3/2. Moreover, the solution of the linear Boltzmann equation converges to the solution of a fractional diffusion equation.

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