Characterization of stationary distributions using conditional expectations

Gustavo Stolovitzky; Emily S.C. Ching

doi:10.1016/S0375-9601(99)00198-X

Characterization of stationary distributions using conditional expectations

Gustavo Stolovitzky
, Emily S.C. Ching

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

We present a general formalism to characterize the probability density function of a set of dynamic variables in a stationary process using conditional expectations of kinematic observables on those variables. The formalism is exemplified with stochastic processes such as general Gaussian random processes and Brownian systems. We show that this formalism gives the Boltzmann distribution for equilibrium processes as it should and is applicable also for out of equilibrium processes.

Original language	English
Pages (from-to)	11-16
Number of pages	6
Journal	Physics Letters, Section A: General, Atomic and Solid State Physics
Volume	255
Issue number	1-2
DOIs	https://doi.org/10.1016/S0375-9601(99)00198-X
State	Published - 1999
Externally published	Yes

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10.1016/S0375-9601(99)00198-X

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@article{e0fb0d7a75ee478ab2dedac0e71845b8,

title = "Characterization of stationary distributions using conditional expectations",

abstract = "We present a general formalism to characterize the probability density function of a set of dynamic variables in a stationary process using conditional expectations of kinematic observables on those variables. The formalism is exemplified with stochastic processes such as general Gaussian random processes and Brownian systems. We show that this formalism gives the Boltzmann distribution for equilibrium processes as it should and is applicable also for out of equilibrium processes.",

author = "Gustavo Stolovitzky and Ching, \{Emily S.C.\}",

note = "Funding Information: We thank M.O. Magnasco, B. Castaing, D. Lohse and J. Werne for helpful discussions. G.S. acknowledges the hospitality of the Chinese University of Hong Kong, where part of this research was done. The work of E.S.C.C. is supported in part by the Hong Kong Research Grants Council (Grant No. 458/95P). ",

year = "1999",

doi = "10.1016/S0375-9601(99)00198-X",

language = "English",

volume = "255",

pages = "11--16",

journal = "Physics Letters, Section A: General, Atomic and Solid State Physics",

issn = "0375-9601",

publisher = "Elsevier B.V.",

number = "1-2",

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TY - JOUR

T1 - Characterization of stationary distributions using conditional expectations

AU - Stolovitzky, Gustavo

AU - Ching, Emily S.C.

N1 - Funding Information: We thank M.O. Magnasco, B. Castaing, D. Lohse and J. Werne for helpful discussions. G.S. acknowledges the hospitality of the Chinese University of Hong Kong, where part of this research was done. The work of E.S.C.C. is supported in part by the Hong Kong Research Grants Council (Grant No. 458/95P).

PY - 1999

Y1 - 1999

N2 - We present a general formalism to characterize the probability density function of a set of dynamic variables in a stationary process using conditional expectations of kinematic observables on those variables. The formalism is exemplified with stochastic processes such as general Gaussian random processes and Brownian systems. We show that this formalism gives the Boltzmann distribution for equilibrium processes as it should and is applicable also for out of equilibrium processes.

AB - We present a general formalism to characterize the probability density function of a set of dynamic variables in a stationary process using conditional expectations of kinematic observables on those variables. The formalism is exemplified with stochastic processes such as general Gaussian random processes and Brownian systems. We show that this formalism gives the Boltzmann distribution for equilibrium processes as it should and is applicable also for out of equilibrium processes.

UR - https://www.scopus.com/pages/publications/0038596442

U2 - 10.1016/S0375-9601(99)00198-X

DO - 10.1016/S0375-9601(99)00198-X

M3 - Article

AN - SCOPUS:0038596442

SN - 0375-9601

VL - 255

SP - 11

EP - 16

JO - Physics Letters, Section A: General, Atomic and Solid State Physics

JF - Physics Letters, Section A: General, Atomic and Solid State Physics

IS - 1-2

ER -

Characterization of stationary distributions using conditional expectations

Abstract

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