CORRELATION TIME EXPANSION FOR MULTIDIMENSIONAL WEAKLY NONMARKOVIAN GAUSSIAN PROCESSES

Dekker, H.

doi:10.1016/0375-9601(82)90041-X

CORRELATION TIME EXPANSION FOR MULTIDIMENSIONAL WEAKLY NONMARKOVIAN GAUSSIAN PROCESSES

H. Dekker
(
- MIT, LNS and
- Hague TNO, Physics Lab
)

1982

5 pages

Published in:

Phys.Lett.A 90 (1982) 26-30

DOI:

10.1016/0375-9601(82)90041-X

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Abstract: (Elsevier)

The stochastic Liouville equation is evaluated explicitly through first order in an expansion in terms of correlation times of multiplicative gaussian coloured noise for a general multidimensional weakly non-markovian process by means of Novikov's theorem. It is explained why the present result is new.

FIELD EQUATIONS: LIOUVILLE
MODEL: STATISTICAL

References(16)

Figures(0)

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