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

DOI10.1088/1751-8113/41/12/122001zbMATH Open1137.82014OpenAlexW2078098404MaRDI QIDQ5458977FDOQ5458977

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

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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)

Cited In (5)

• FICKIAN DIFFUSION AND NEWTONIAN COOLING: A CONCEPT FOR NOISE INDUCED CLIMATE VARIABILITY WITH LONG-TERM MEMORY?
• Fractional motions
• Extremal driving as a mechanism for generating long-term memory
• Power Brownian motion: an Ornstein-Uhlenbeck lookout
• Title not available (Why is that?)

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