Microscopic chaos and Gaussian diffusion processes

L.Y. Chew and Christopher Ting

Physica A: Statistical Mechanics and its Applications, 2002, vol. 307, issue 3, 275-296

Abstract: 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.

Keywords: Chaos; Gaussian diffusion process; Brownian motion; Non-Ornstein–Uhlenbeck process; Equipartition theorem; Einstein's diffusion; Green–Kubo relation (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:307:y:2002:i:3:p:275-296

DOI: 10.1016/S0378-4371(01)00613-6

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