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Stochastic Effects in Physical Systems

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Part of the book series: Nonlinear Phenomena and Complex Systems ((NOPH,volume 5))

Abstract

The study of the effects of noise and fluctuations is a well established subject in several different disciplines ranging from pure mathematics (stochastic processes) to physics (fluctuations) and electrical engineering (noise and radiophysics). In traditional statistical physics, fluctuations are of thermal origin giving rise to small departures from a mean value. They tend to zero as one approaches the thermodynamic limit in which different statistical descriptions (different ensembles) become equivalent. Likewise, in more applied contexts fluctuations or noise are usually regarded as small corrections to a deterministic (noise free) behavior that degrades a signal-to-noise ratio or can cause transmission errors. In such framework fluctuations are a correction that can be usually dealt with through some sort of linearization of dynamics around a mean or noise free dynamics. A different point of view about fluctuations emerges, for example, in the study of critical phenomena in the 1970’s. The statistical physics description of these phenomena requires a formulation appropriate for a system dominated by fluctuations and nonlinear it ies. A linear theory only identifies the existence of a critical point by a divergence of fluctuations.

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San Miguel, M., Toral, R. (2000). Stochastic Effects in Physical Systems. In: Tirapegui, E., Martínez, J., Tiemann, R. (eds) Instabilities and Nonequilibrium Structures VI. Nonlinear Phenomena and Complex Systems, vol 5. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-4247-2_2

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