Microscopic Chaos and Gaussian Diffusion Processes

• Main Authors: CHEW, L. Y., TING, Christopher
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2002
• 主題: 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
• 在線閱讀: 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
• 機構: Singapore Management University

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...