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 τ is no longer small. The upshot is that a non-Ornstein–Uhlenbeck deterministic process can generate a Gaussian diffusion process.

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Year of publication:	2002
Authors:	Chew, L.Y. ; Ting, Christopher
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 307.2002, 3, p. 275-296
Publisher:	Elsevier
Subject:	Chaos \| Gaussian diffusion process \| Brownian motion \| Non-Ornstein–Uhlenbeck process \| Equipartition theorem \| Einstein's diffusion \| Green–Kubo relation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011064386