Statistical and Dynamical Measures of Simple Irreversible Processes

Details Statistical and Dynamical Measures of Simple Irreversible Processes Statistical and Dynamical Measures of Simple Irreversible Processes

2005-06-26

arxiv.org/abs/nlin/0506055v2

Nonlinear Sciences

Chaotic Dynamics

9 pages, 4 figures

Scientific paper

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random number generator) or a deterministic process (e.g. a chaotic map). We compare the time series obtained from the above implementations of the model by use of statistical methods (such as Detrended Fluctuation Analysis). The conclusion is that using statistical methods the two versions of the model are indistinguishable. The advantage of this observation is that we may calculate the Lyapunov exponent for the model. As a result we obtain an equation relating the DFA exponents (a statistical measure) with the Lyapunov exponent for such models. On the other hand, typical statistical properties can also be calculated, as for example the diffusion coefficient for a particle, which movement is defined by the above model.

Affiliated with

Also associated with

No associations

Rating

Statistical and Dynamical Measures of Simple Irreversible Processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Statistical and Dynamical Measures of Simple Irreversible Processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Statistical and Dynamical Measures of Simple Irreversible Processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-646478