Stochastic Dynamical Systems: Concepts, Numerical Methods, Data AnalysisVCH, 1994 - 535 Seiten |
Inhalt
Stochastic Processes and Complex Systems | 1 |
Random Variables | 7 |
Analysis of Stationary Data | 40 |
Urheberrecht | |
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Andere Ausgaben - Alle anzeigen
Stochastic Dynamical Systems: Concepts, Numerical Methods, Data Analysis Josef Honerkamp Eingeschränkte Leseprobe - 1996 |
Häufige Begriffe und Wortgruppen
absorbing boundary according algorithm approximation calculated called Chapman-Kolmogorov equation consider convergence covariance function covariance matrix defined degrees of freedom density function determined distributed random variable distribution function eigenvalues estimated values estimator function Euler method event example expectation value Figure filter Fokker-Planck equation follows Fourier transformation given graphs holds independent integral interval linear Markov process master equation mean value measured moments nonlinear normally distributed random null hypothesis observation obtains Ornstein-Uhlenbeck process parameters particles Pn(t polymer procedure process X(t quantity random numbers random sample random variable random vector realization Section simulation solution standard error stationary stochastic differential equation stochastic process Suppose t₁ t₂ tion trajectory transition probability two-time variance white noise Wiener process X₁ Y₁ yields zero