IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v96y1979i3p435-453.html
   My bibliography  Save this article

Composite stochastic processes

Author

Listed:
  • van Kampen, N.G.

Abstract

Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This demonstrates how a non-Markovian process can be approximated on a course time scale by a Markov description. The conditions for this approximation to be valid are discussed.

Suggested Citation

  • van Kampen, N.G., 1979. "Composite stochastic processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 96(3), pages 435-453.
    • Handle: RePEc:eee:phsmap:v:96:y:1979:i:3:p:435-453
    DOI: 10.1016/0378-4371(79)90005-0
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0378437179900050
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/0378-4371(79)90005-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bezák, V., 1994. "Diffusion induced by Poissonian shocks: a concept inherent in a stochastic theory of wear," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 206(1), pages 127-148.
    2. van Kampen, N.G., 1997. "Noise in the current through a membrane," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 244(1), pages 414-425.
    3. Dekker, H., 1980. "Critical dynamics the expansion of the master equation including a critical point," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(1), pages 80-98.
    4. Dekker, H., 1986. "Escape over a potential barrier: The activation rate in bistable systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 135(1), pages 80-104.
    5. Dekker, H., 1991. "Multisite spin hopping analysis of multilevel dissipative quantum tunneling and coherence at finite temperatures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 178(2), pages 289-331.
    6. Dekker, H., 1980. "Critical dynamics the expansion of the master equation including a critical point," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 103(1), pages 55-79.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:96:y:1979:i:3:p:435-453. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.