Stochastic runaway of dynamical systems (Q1116202): Difference between revisions
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Revision as of 14:14, 19 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Stochastic runaway of dynamical systems |
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Stochastic runaway of dynamical systems (English)
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1986
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It may happen that a Markovian process does not allow a stationary solution (e.g. the Wiener process). Usually, this is not easy to check. However, for a subclass of N-dimensional processes which can be described as stochastic dynamical systems, sufficient criteria can be given in a relatively simple form. As a byproduct, it turns out that entropy diverges in the sense of growing uncertainty. The resulting asymptotic, complete flattening of the distribution function is called stochastic runaway. Examples such as reflection of a plane wave from a half-space with random refraction index are treated and counter examples are given.
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Markovian process
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stochastic runaway
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reflection of a plane wave
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random refraction index
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