Geodesic
Linear Hamiltonian systems under microscopic random influence
Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 794-799 Cet article a éte moissonné depuis la source Math-Net.Ru

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It is known that a linear Hamiltonian system has too many invariant measures; thus the problem of convergence to Gibbs measure makes no sense. We consider linear Hamiltonian systems of arbitrary finite dimension and prove that, under the condition that one distinguished coordinate is subjected to dissipation and white noise, for “almost any” Hamiltonians and “almost any” initial conditions, there exists a unique limiting distribution. Moreover, this distribution is Gibbsian with the temperature depending on the dissipation and on the variance of the white noise.
Keywords: Gibbs measure; convergence to equilibrium; Hamiltonian systems; white noise. 
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A. A. Lykov; V. A. Malyshev; S. A. Muzychka. Linear Hamiltonian systems under microscopic random influence. Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 794-799. http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a11/

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