On the theory of discrete KMO-Langevin equations with reflection positivity. II (Q1824938)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the theory of discrete KMO-Langevin equations with reflection positivity. II |
scientific article |
Statements
On the theory of discrete KMO-Langevin equations with reflection positivity. II (English)
0 references
1988
0 references
This is the second paper in a series of three concerning discrete-time analoues of previous results for the first (using white noise) and second (using Kubo noise) KMO-Langevin equations for real stationary Gaussian processes with reflection positivity. Part I [ibid. 16, 315-341 (1987; Zbl 0641.60072)] dealt with the set-up of the discrete analogues and obtained fluctuation-dissipation theorems for the first equation; this paper deals with the second equation. In view of the previous results, since the noise is a basic random element in the construction of a stationary solution, part III [see the following entry, Zbl 0683.60044] asks which noise is better in modelling and studies the difference between white and Kubo noises using two kinds of entropy rates.
0 references
stochastic difference equations
0 references
KMO-Langevin equations
0 references
fluctuation- dissipation theorems
0 references
construction of a stationary solution
0 references
entropy rates
0 references