MARKOV PROCESSES AND DISPERSION THEORY
作者:
ADRIANE. SCHEIDEGGER,
期刊:
International Association of Scientific Hydrology. Bulletin
(Taylor Available online 1965)
卷期:
Volume 10,
issue 3
页码: 38-40
ISSN:0020-6024
年代: 1965
DOI:10.1080/02626666509493404
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
It is shown that the forward Kolmogorov equation, as applied to dispersion processes, can be deduced as a special case from general non-equilibrium statistical mechanics in which there is a non-negative constant of the motion. For Markov processes, this constant can be taken as the integral over the whole system of the joint-probability density, and hence a master equation, identical to the forward Kolmogorov equation, follows for the latter.
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