Articles with "finite correlation" as a keyword



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Long-term properties of finite-correlation-time isotropic stochastic systems.

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Published in 2022 at "Physical review. E"

DOI: 10.1103/physreve.105.054130

Abstract: We consider finite-dimensional systems of linear stochastic differential equations ∂_{t}x_{k}(t)=A_{kp}(t)x_{p}(t), A(t) being a stationary continuous statistically isotropic stochastic process with values in real d×d matrices. We suppose that the laws of A(t) satisfy the large-deviation… read more here.

Keywords: long term; finite correlation; properties finite; term properties ... See more keywords