2010/09/16 by Christophe Vignat, C. Vignat, Vignat, C. +3
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Statistical Mechanics and Entropy #Stochastic processes and financial applications #cond-mat.stat-mech
paper · pdf · doi:10.48550/arxiv.1009.3232
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arxiv created 2011/01/09 · arxiv updated 2011/01/11
We prove an H-theorem for the Brownian motion on the hyperbolic plane with a drift, as studied by Comtet and Monthus; the entropy used here is not the Boltzmann entropy but the Rényi entropy, the parameter of which being related in a simple way to the value of the drift.