On the theory of discrete KMO-Langevin equations with reflection positivity. II (Q1824938)
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scientific article; zbMATH DE number 4119354
| Language | Label | Description | Also known as |
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| English | On the theory of discrete KMO-Langevin equations with reflection positivity. II |
scientific article; zbMATH DE number 4119354 |
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On the theory of discrete KMO-Langevin equations with reflection positivity. II (English)
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1988
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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.
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stochastic difference equations
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KMO-Langevin equations
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fluctuation- dissipation theorems
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construction of a stationary solution
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entropy rates
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