Characterization of stationary distributions using conditional expectations

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 255, Issue 1-2, 1999, Pages 11-16

  Stolovitzky, Gustavo ^a   Ching, Emily S C ^b  

^a IBM T J WATSON RESEARCH CENTER   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

BOLTZMANN EQUATION; RANDOM PROCESSES; STOCHASTIC SYSTEMS;

BOLTZMANN DISTRIBUTION; CONDITIONAL EXPECTATION; DYNAMIC VARIABLES; EQUILIBRIUM PROCESS; GAUSSIAN RANDOM PROCESS; OUT OF EQUILIBRIUM; STATIONARY DISTRIBUTION; STATIONARY PROCESS;

PROBABILITY DENSITY FUNCTION;

EID: 0038596442     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0375-9601(99)00198-X     Document Type: Article

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