Published August 1994
| Version v1
Journal article
A model of modulated diffusion. II. Numerical results on statistical properties
Description
We investigate numerically the statistical properties of a model of modulated diffusion for which we have already computed analytically the diffusion coefficient D. Our model is constructed by adding a deterministic or random noise to the frequency of an integrable isochronous system. We consider in particular the central limit theorem and the invariance principle and we show that they follow whenever D is positive and for any magnitude of the noise; we also investigate the asymptotic distribution in a case when D=0
Additional details
Publishing Information
- Journal Title
- Journal of Statistical Physics
- Journal Volume
- 76
- Journal Issue
- 3-4
- Journal Page Range
- p. 969-984.
- ISSN
- 0022-4715
- CODEN
- JSTPBS
INIS
- Country of Publication
- United States
- Country of Input or Organization
- United States
- INIS RN
- 28051269
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; S99: GENERAL AND MISCELLANEOUS;
- Descriptors DEI
- DIFFUSION; ERGODIC HYPOTHESIS; HAMILTONIANS; MAPPING; NOISE; NUMERICAL SOLUTION; RANDOM PHASE APPROXIMATION; STATISTICAL MODELS
- Descriptors DEC
- HYPOTHESIS; MATHEMATICAL MODELS; MATHEMATICAL OPERATORS; QUANTUM OPERATORS