  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.
