×

A geometric proof of the fluctuation-dissipation theorem for the KM\(_2\)O-Langevin equation. (English) Zbl 1009.60029

Summary: We give a short proof, based on the geometry of inner product spaces, of the fluctuation-dissipation theorem that asserts applicability of the Whittle-Wiggins-Robinson algorithm in the context of the \(\text{KM}_2\text{O}\)-Langevin equations also in degenerate and non-stationary cases.

MSC:

60G25 Prediction theory (aspects of stochastic processes)
60G12 General second-order stochastic processes
82C05 Classical dynamic and nonequilibrium statistical mechanics (general)
PDFBibTeX XMLCite
Full Text: DOI