Physics – Mathematical Physics
Scientific paper
2011-08-16
Physics
Mathematical Physics
see also http://www.mast.queensu.ca/~jjohnson
Scientific paper
We give Sir James Jeans's notion of 'normal state' a mathematically precise definition. We prove that normal cells of trajectories exist in the Hamiltonian heat-bath model of an assembly of linearly coupled oscillators that generates the Ornstein--Uhlenbeck process in the limit of an infinite number of degrees of freedom. This, in some special cases, verifies some far-reaching conjectures of Khintchine on the weak ergodicity of a dynamical system with a large number of degrees of freedom. In order to estimate the theoretical auto-correlation function of a time series from the sample auto-correlation function of one of its realisations, it is usually assumed without justification that the time series is ergodic. Khintchine's conjectures about dynamical systems with large numbers of degrees of freedom justifies, even in the absence of ergodicity, approximately the same conclusions. Para emplear el correlograma de los valores muestrales de un proceso estoc\'astico para estimar su funci\'on te\'orica de autocorrelaci\'on, por regla general se asume, sin justificaci\'on, que el proceso es erg\'odico. Pero en 1943, Khintchine conjetur\'o proposiciones de gran importancia en este asunto, que justificar\'i an una aproximaci\'on a las mismas estimaciones a\'un sin la ergodicidad del sistema. Mostraremos casos particulares de las conjeturas de Khintchine para asambleas de osciladores lineales.
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