Published January 2006 | Version v1
Journal article

Deterministic Brownian motion: The effects of perturbing a dynamical system by a chaotic semi-dynamical system

  • 1. Departments of Physiology, Physics and Mathematics and Centre for Nonlinear Dynamics, McGill University, 3655 Promenade Sir William Osler, Montreal, QC, H3G 1Y6 (Canada)
  • 2. Institute of Mathematics, Silesian University, ul. Bankowa 14, 40-007 Katowice (Poland)

Description

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

Additional details

Identifiers

DOI
10.1016/j.physrep.2005.09.002;
arXiv
arXiv:cond-mat/0408330v1;
PII
S0370-1573(05)00389-3;

Publishing Information

Journal Title
Physics Reports
Journal Volume
422
Journal Issue
5
Journal Page Range
p. 167-222
ISSN
0370-1573
CODEN
PRPLCM

INIS

Country of Publication
Netherlands
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
37068868
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Resource subtype / Literary indicator
Numerical Data
Descriptors DEI
BROWNIAN MOVEMENT; CHAOS THEORY; DETERMINISTIC ESTIMATION; EXPERIMENTAL DATA; MAPS
Descriptors DEC
CALCULATION METHODS; DATA; INFORMATION; MATHEMATICS; NUMERICAL DATA

Optional Information

Copyright
Copyright (c) 2005 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.