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Ornstein-Uhlenbeck limit for the velocity process of an $N$-particle system interacting stochastically

An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a $(3N-1)$-dimensional sphere with radius fixed by the total energy. In the $N\rightarrow\infty$ limit, a finite number of velocity components are shown to evolve independently and according to an Ornstein-Uhlenbeck process.

preprint2013arXivOpen access

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