An Oscillator Driven by Algebraically Decorrelating Noise
نویسندگان
چکیده
We consider a stochastically forced nonlinear oscillator driven by stationary Gaussian noise that has an algebraically decaying covariance function. It is well known such processes can be renormalized to converge fractional Brownian motion, process memory. In contrast, we show the limit of this converges diffusion standard (not fractional) and thus retains no memory in scaling limit. The proof based on study fast-slow system using perturbed test function method.
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ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 2023
ISSN: ['0010-3616', '1432-0916']
DOI: https://doi.org/10.1007/s00220-023-04744-3