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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2002
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sg-smu-ink.lkcsb_research-28742017-04-19T09:05:53Z Microscopic Chaos and Gaussian Diffusion Processes CHEW, L. Y. TING, Christopher 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. 2002-05-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/lkcsb_research/1875 info:doi/10.1016/S0378-4371(01)00613-6 https://ink.library.smu.edu.sg/context/lkcsb_research/article/2874/viewcontent/PhysicaA_MicroscopicChaosGaussianDiffusion_2002.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University 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 |
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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 |
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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 CHEW, L. Y. TING, Christopher Microscopic Chaos and Gaussian Diffusion Processes |
| description |
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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text |
| author |
CHEW, L. Y. TING, Christopher |
| author_facet |
CHEW, L. Y. TING, Christopher |
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CHEW, L. Y. |
| title |
Microscopic Chaos and Gaussian Diffusion Processes |
| title_short |
Microscopic Chaos and Gaussian Diffusion Processes |
| title_full |
Microscopic Chaos and Gaussian Diffusion Processes |
| title_fullStr |
Microscopic Chaos and Gaussian Diffusion Processes |
| title_full_unstemmed |
Microscopic Chaos and Gaussian Diffusion Processes |
| title_sort |
microscopic chaos and gaussian diffusion processes |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2002 |
| url |
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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1770570048924024832 |