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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Main Authors: | CHEW, L. Y., TING, Christopher |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2002
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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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