FLUCTUATION SPECTRUM AND ORDER-Q TIME CORRELATION-FUNCTION FOR THE ORNSTEIN-UHLENBECK PROCESS

被引：4

作者：

FUJISAKA, H ^{[1
]}

YAMADA, T ^{[1
]}

机构：

[1] KYUSHU INST TECHNOL, DIV ELECTR PHYS, KITAKYUSHU 804, JAPAN

来源：

PHYSICS LETTERS A | 1990年 / 151卷 / 3-4期

关键词：

D O I：

10.1016/0375-9601(90)90177-P

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

A new statistical-physical approach to temporal fluctuations is applied to the Ornstein-Uhlenbeck process. Solving the eigenvalue problem of the extended Fokker-Planck operator, we obtain rigorous, non-obvious expressions for the fluctuation spectrum and the order-q time correlation function. © 1990.

引用

页码：129 / 132

页数：4

共 5 条

[1] THEORY OF DIFFUSION AND INTERMITTENCY IN CHAOTIC SYSTEMS .3. NEW APPROACH TO TEMPORAL CORRELATIONS [J].

FUJISAKA, H ;

INOUE, M .

PROGRESS OF THEORETICAL PHYSICS, 1987, 78 (02) :268-281

[2] STATISTICAL-PHYSICAL THEORY OF MULTIVARIATE TEMPORAL FLUCTUATIONS - GLOBAL CHARACTERIZATION AND TEMPORAL CORRELATION [J].

FUJISAKA, H ;

INOUE, M .

PHYSICAL REVIEW A, 1990, 41 (10) :5302-5319

[3] STATISTICAL-THERMODYNAMICS FORMALISM OF SELF-SIMILARITY [J].

FUJISAKA, H ;

INOUE, M .

PROGRESS OF THEORETICAL PHYSICS, 1987, 77 (06) :1334-1343

[4] ON THE THEORY OF THE BROWNIAN MOTION-II [J].

WANG, MC ;

UHLENBECK, GE .

REVIEWS OF MODERN PHYSICS, 1945, 17 (2-3) :323-342

[5]

YAMADA T, IN PRESS PROG THEOR

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