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

M. Medina-Noyola and J.L. Del Rio-Correa

Physica A: Statistical Mechanics and its Applications, 1987, vol. 146, issue 3, 483-505

Abstract: 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.

Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:146:y:1987:i:3:p:483-505

DOI: 10.1016/0378-4371(87)90281-0

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