Markov-breaking and the emergence of long memory in Ornstein–Uhlenbeck systems

DOI10.1088/1751-8113/41/12/122001MaRDI QIDQ5458977zbMATH OpenOpenAlexFDO

Authors Iddo I. Eliazar, Joseph Klafter

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

zbMATH Keywords

Langevin equation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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