Title of article :
Deterministic Brownian motion: The effects of perturbing a dynamical system by a chaotic semi-dynamical system
Author/Authors :
Mackey، نويسنده , , Michael C. and Tyran-Kami?ska، نويسنده , , Marta، نويسنده ,
Pages :
56
From page :
167
To page :
222
Abstract :
Here we review and extend central limit theorems for chaotic deterministic semi-dynamical discrete time systems. We then apply these results to show how Brownian motion-like behavior can be recovered and how an Ornstein–Uhlenbeck process can be constructed within a totally deterministic framework. These results illustrate that under certain circumstances the contamination of experimental data by “noise” may be alternately interpreted as the signature of an underlying chaotic process.
Keywords :
Brownian motion , Ergodic maps , Ornstein–Uhlenbeck process , Chaos
Journal title :
Astroparticle Physics
Record number :
2004063
Link To Document :
بازگشت