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.