The transition from deterministic chaos to a stochastic process

Holger Kantz and Eckehard Olbrich

Physica A: Statistical Mechanics and its Applications, 1998, vol. 253, issue 1, 105-117

Abstract: Deterministic dynamical systems of Langevin type recently introduced by Beck and Roepsdorf (Physica A 145 (1987) 1) generate Langevin dynamics in a suitable limit. We discuss the transition from chaos to randomness in these systems under the point of view of the attractor dimension and dynamical entropy and show that the limit of a stochastic process is reached via a shift of the deterministic properties towards the infinitesimal length scales.

Keywords: Langevin dynamics; Deterministic chaos; Correlation dimension; Entropy (search for similar items in EconPapers)
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:253:y:1998:i:1:p:105-117

DOI: 10.1016/S0378-4371(98)00042-9

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