Dynamical formulation of Gaussian white noise

摘要

We study the connection between Hamiltonian dynamics and irreversible, stochastic equations, such as the Langevin equation. We consider a simple model of a harmonic oscillator (Brownian particle) coupled to a field (heat bath). We introduce an invertible transformation operator A that brings us to a new representation where dynamics is decomposed into independent Markovian components, including Brownian motion. The effects of Gaussian white noise are obtained by the non-distributive property of A with respect to products of dynamical variables. In this way we obtain an exact formulation of white noise effects. Our method leads to a direct link between dynamics of Poincare nonintegrable systems, probability and stochasticity.