Characterization of stationary distributions using conditional expectations

DOI10.1016/S0375-9601(99)00198-XzbMath0932.82020OpenAlexW1988419681MaRDI QIDQ1966855

Emily S. C. Ching, Gustavo Stolovitzky

Publication date: 8 March 2000

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0375-9601(99)00198-x

zbMATH Keywords

probability density functionstationary processconditional expectationsBoltzmann distributionequilibrium processes

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cites Work

• Unnamed Item
• The Fokker-Planck equation. Methods of solution and applications
• Stationary probability density functions: An exact result

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