Nonsteady stochastic properties of Markovian kinetics and macroscopic fluctuations
- 1 August 1975
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 12 (2) , 639-645
- https://doi.org/10.1103/physreva.12.639
Abstract
A stochastic evolution following a nonlinear Langevin equation with one degree of freedom was examined by a machine computation. The autocorrelation function of macroscopic fluctuations fixed by the time average instead of by the ensemble average is observed to have a long-time tail exhibiting a divergence of their power spectrum in the low-frequency limit. Such a divergence prevents the establishment of strongly steady stochastic process of fluctuations. The present results confirm that nonlinear Markovian kinetics keeps everlasting macroscopic fluctuations.Keywords
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