New Approach to Multiplicative Stochastic Processes. II : Infinite Number of Time Correlations : Condensed Matter and Statistical Physics
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概要
- 論文の詳細を見る
Time correlation of fluctuations generated by a multiplicative stochastic dynamics is investigated from a new statistical-mechanical viewpoint. The overall characteristics of temporal correlations are shown to be singled out with the order-q power spectrum I_q(ω) and the order-q time correlation function C_q(t) with a parameter q, the degree of ensemble processing, by solving the eigenvalue problem of the generalized Fokker-Planck operator H_q. Their asymptotic forms in different q-regions are obtained. We find that as the value of q is decreased the time correlation function changes from the exponential decay to a power law from at a certain critical point of q. This transition is discussed in connection with the development of intermittency, observed in a coupled, chaotic electronic circuit, and in chaotic systems.
- 理論物理学刊行会の論文
- 1993-09-25
著者
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Fujisaka Hirokazu
Department Of Applied Analysis And Complex Dynamical Systems Graduate School Of Informatics Kyoto Un
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Yamada Tomoji
Division Of Electronic Physics Faculty Of Engineering Kyushu Institute Of Technology
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