Variance-scaling conjecture for deterministic Brownian motion
Variance-scaling conjecture for deterministic Brownian motion
Let be the parameter interval for which the delay equation has no stable steady state or stable periodic solution. For , let solve
and define
Assume . Variance-scaling conjecture. The limit
exists, is independent of , and is positive. This predicts universal scaling of the long-time root-mean-square amplitude, but remains unproved.
Sources & referencesView supporting material
Primary source
Jinzhi Lei and Michael C. Mackey, “Deterministic Brownian motion generated from differential delay equations”, arXiv:1105.1580 (2011).
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