Microscopic Chaos and Gaussian Diffusion Processes

Microscopic Chaos and Gaussian Diffusion Processes

In this paper, we construct and analyze a prototypical model of microscopic chaos. In particular, we extend the results of Beck and Shimizu to the case where the microscopic time scale r is no longer small. The upshot is that a non-Ornstein-Uhlenbeck deterministic process can generate a Gaussian dif...

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Bibliographic Details
Main Authors: CHEW, L. Y., TING, Christopher
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2002
Subjects:
Chaos
Gaussian diffusion process
Brownian motion
Non-Ornstein-Uhlenbeck process
Equipartition theorem
Einstein's diffusion
Green-Kubo relation
Management Sciences and Quantitative Methods
Physical Sciences and Mathematics
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/1875
https://ink.library.smu.edu.sg/context/lkcsb_research/article/2874/viewcontent/PhysicaA_MicroscopicChaosGaussianDiffusion_2002.pdf
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Institution: Singapore Management University
Language: English
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Summary:In this paper, we construct and analyze a prototypical model of microscopic chaos. In particular, we extend the results of Beck and Shimizu to the case where the microscopic time scale r is no longer small. The upshot is that a non-Ornstein-Uhlenbeck deterministic process can generate a Gaussian diffusion process.

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