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
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