The renormalization group and fractional Brownian motion
David Hochberg, Juan Pérez-Mercader
Abstract
We find that in generic field theories the combined effect of fluctuations and interactions leads to a probability distribution function which describes fractional Brownian Motion (fBM) and ``complex behavior''. To show this we use the Renormalization Group as a tool to improve perturbative calculations, and check that beyond the classical regime of the field theory (i. e., when no fluctuations are present) the non--linearities drive the probability distribution function of the system away from classical Brownian Motion and into a regime which to the lowest order is that of fBM. Our results can be applied to systems away from equilibrium and to dynamical critical phenomena. We illustrate our results with two selected examples: a particle in a heat bath, and the KPZ equation.
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