Contraction of information in systems far from equilibrium

DOI10.1063/1.529100zbMath0727.60122OpenAlexW2078435614MaRDI QIDQ3349743

Kuniharu Kishida

Publication date: 1991

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.529100

zbMATH Keywords

Riccati type equationtime series modelinnovation modelsingular value decomposition of the Hankel matrix

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Other physical applications of random processes (60K40) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Cites Work

• Notes on poles of autoregressive type model, I: Non-robust singular pole
• Notes on poles of autoregressive type model, II: Robust singular pole
• A realization approach to stochastic model reduction
• Optimal observers for ARMA models
• A POWER SERIES EXPANSION OF THE MASTER EQUATION
• Input-output invariants for linear multivariable systems
• Markovian Representation of Stochastic Processes by Canonical Variables
• Notes on poles and convergence rate of autoregressive model
• Fluctuations from the Nonequilibrium Steady State

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