Markov-breaking and the emergence of long memory in Ornstein–Uhlenbeck systems
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Publication:5458977
DOI10.1088/1751-8113/41/12/122001zbMath1137.82014OpenAlexW2078098404MaRDI QIDQ5458977
Joseph Klafter, Iddo I. Eliazar
Publication date: 24 April 2008
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1751-8113/41/12/122001
Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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