The renormalization group and fractional Brownian motion

DOI10.1016/S0375-9601(02)00290-6MaRDI QIDQ1597241zbMATH OpenOpenAlexFDO

Authors David Hochberg, Juan Pérez-Mercader

Publication date 12 May 2002

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0206083

zbMATH Keywords

non-linearitiesperturbative calculation improvementprobability distribution function

Mathematics Subject Classification ID

Brownian motion (60J65) Renormalization group methods in equilibrium statistical mechanics (82B28) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Abstract: We find that in generic field theories the combined effect of fluctuations and interactions leads to a probability distribution function which describes fractional Brownian Motion (fBM) and ``complex behavior. To show this we use the Renormalization Group as a tool to improve perturbative calculations, and check that beyond the classical regime of the field theory (i. e., when no fluctuations are present) the non--linearities drive the probability distribution function of the system away from classical Brownian Motion and into a regime which to the lowest order is that of fBM. Our results can be applied to systems away from equilibrium and to dynamical critical phenomena. We illustrate our results with two selected examples: a particle in a heat bath, and the KPZ equation.

Recommendations

• Fractional Brownian motions and enhanced diffusion in a unidirectional wave-like turbulence
• A renormalized rough path over fractional Brownian motion
• Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks
• Fractional Brownian motions ruled by nonlinear equations
• Path integral representation for fractional Brownian motion

Cites work

• Effective action for stochastic partial differential equations.
• scientific article; zbMATH DE number 3941840 (Why is no real title available?)
• scientific article; zbMATH DE number 4058220 (Why is no real title available?)
• scientific article; zbMATH DE number 976341 (Why is no real title available?)
• scientific article; zbMATH DE number 1027556 (Why is no real title available?)
• scientific article; zbMATH DE number 3794378 (Why is no real title available?)
• scientific article; zbMATH DE number 819511 (Why is no real title available?)
• Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
• Quantum Electrodynamics at Small Distances
• Quantum field theory techniques in graphical enumeration

Cited in

(7)

• The intersection of Brownian paths as a case study of a renormalization group method for quantum field theory
• Derivation of the fine structure constant using fractional dynamics.
• Local scale invariance, Cantorian space-time and unified field theory
• Renormalization group and the emergence of random fractal topology in quantum field theory
• Renormalization group and fractional calculus methods in a complex world: a review
• Determination of the three-dimensional diffusion optimal path
• Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks

This page was built for publication: The renormalization group and fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1597241)