Inert drift system in a viscous fluid: Steady state asymptotics and exponential ergodicity

Abstract: We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which transfers momentum proportional to the local time of collisions. We study the long-time fluctuations of the velocity of the inert particle and the gap between the two particles, and we show convergence in total variation to the stationary distribution is exponentially fast. We also produce matching upper and lower bounds on the tails of the stationary distribution and show how these bounds depend on the system parameters. A renewal structure for the process is established, which is the key technical tool in proving the mentioned results.