Date: December 2002
Creator: Allegrini, Paolo; Grigolini, Paolo; Palatella, Luigi & Rosa, Angelo
Description: Paper discussing the statistical source of disagreement between trajectories and density description. Abstract: We study an idealized version of intermittent process leading the fluctuations of a stochastic dichotomous variable. It consists of an overdamped and symmetric potential well with a cusp-like minimum. The right-hand and left-hand portions of the potential corresponds to = W and = W, respectively. When the particle reaches this minimum is injected back to a different and randomly chosen position, still within the potential well. We build up the corresponding Frobenius-Perron equation and we evaluate the correlation function of the stochastic variable, called (t). We assign the potential well a form yielding (t) = (T = (t=T)), with > 0. Thanks to the symmetry of potential, there are no biases, and we limit ourselves to considering correlation functions with an even number of times, indicated for concision, by h12i, h1234i, and more, in general, by h1:::2ni. The adoption of a formal treatment, based on density, and thus of the operator driving the density time evolution, establishes a prescription for the evaluation of the correlation functions, yielding h1::2ni - h12i:::h(2n 1)2ni. We study the same dynamic problem using trajectories, and we establish that the resulting two-time correlation ...
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