| A. Lasota and M. C. Mackey, Chaos, Fractals, and Noise (Springer, 1994, second edition). |
....transformations over Omega I and superefficient Monte Carlo computation can also be attained if the superefficiency condition is satisfied as before. 8 Physical Meaning of Superefficiency Since the ergodic dynamical systems in this type of Monte Carlo computations generate Markov processes in [16], we can naturally construct stochastic processes obeying Brownian motion from the dynamical systems. We consider a random variable ffiB i j B i Gamma hBi = B(X i ) Gamma hB(X i )i generated by a chaotic dynamical system X n 1 = F (X n ) as a velocity of a Brownian particle at t = i. Here, the ....
A. Lasota and M. C. Mackey, Chaos, Fractals, and Noise (Springer, 1994, second edition).
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