The fluctuation-dissipation theorem for non-Markov processes and their contractions: The role of the stationarity condition

A demonstration is given of the equivalence between the stationarity condition of an N-dimensional stochastic process a(t), defined as the solution of a generalized Langevin equation with random initial values, with the (“second”) fluctuation-dissipation theorem. As a result, it is shown that a similar relation also holds for any stochastic process obtained as a projection of a(t) into a subspace of the original space.

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Year of publication:	1987
Authors:	Medina-Noyola, M. ; Del Rio-Correa, J.L.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 146.1987, 3, p. 483-505
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10011063583