A MODEL OF MODULATED DIFFUSION .2. NUMERICAL RESULTS ON STATISTICAL PROPERTIES

Authors
BAZZANI A SIBONI S TURCHETTI G VAIENTI S
Citation
A. Bazzani et al., A MODEL OF MODULATED DIFFUSION .2. NUMERICAL RESULTS ON STATISTICAL PROPERTIES, Journal of statistical physics, 76(3-4), 1994, pp. 969-984
Citations number
13
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical
Journal title
Journal of statistical physics → ACNP
ISSN journal
00224715
Volume
76
Issue
3-4
Year of publication
1994
Pages
969 - 984
Database
ISI
SICI code
0022-4715(1994)76:3-4<969:AMOMD.>2.0.ZU;2-Y
Abstract
We investigate numerically the statistical properties of a model of mo dulated diffusion for which we have already computed analytically the diffusion coefficient D. Our model is constructed by adding a determin istic or random noise to the frequency of an integrable isochronous sy stem. We consider in particular the central limit theorem and the inva riance principle and we show that they follow whenever D is positive a nd for any magnitude of the noise; we also investigate the asymptotic distribution in a case when D = 0.