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|Title:||Microscopic chaos and Gaussian diffusion processes|
Gaussian diffusion process
|Citation:||Chew, L.Y., Ting, C. (2002-05-01). Microscopic chaos and Gaussian diffusion processes. Physica A: Statistical Mechanics and its Applications 307 (3-4) : 275-296. ScholarBank@NUS Repository. https://doi.org/10.1016/S0378-4371(01)00613-6|
|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. © 2002 Elsevier Science B.V. All rights reserved.|
|Source Title:||Physica A: Statistical Mechanics and its Applications|
|Appears in Collections:||Staff Publications|
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