Asymptotic properties of certain diffusion ratchets with locally negative drift

作者：Depperschmidt Andrej^*; Goetz Sophia

来源：Alea (Rio de Janeiro): Latin American Journal of Probability and Mathematical Statistics , 2013, 10(1): 157-190.

• Reflecting Brownian motion with negative drift
• Reflecting Ornstein-Uhlenbeck process
• Ratcheting mechanism
• Diffusion ratchet
• Protein translocation

We consider two reflecting diffusion processes (X-t)(t %26gt;= 0) with a moving reflection boundary given by a non-decreasing pure jump Markov process (R-t)(t %26gt;= 0). Between the jumps of the reflection boundary the diffusion part behaves as a reflecting Brownian motion with negative drift or as a reflecting Ornstein-Uhlenbeck process. In both cases at rate gamma(X-t - R-t) for some gamma %26gt;= 0 the reflection boundary jumps to a new value chosen uniformly in [Rt-, X-t]. Since after each jump of the reflection boundary the diffusions are reflected at a higher level we call the processes Brownian ratchet and Ornstein-Uhlenbeck ratchet. Such diffusion ratchets are biologically motivated by passive protein transport across membranes. The processes considered here are generalisations of the Brownian ratchet (without drift) studied in Deppersehmid and Pfaffelhuber (2010). For both processes we prove a law of large numbers, in particular each of the ratchets moves to infinity at a positive speed which can be computed explicitly, and a central limit theorem.

• 出版日期2013