Abstract
While in Chapter 2 we dealt with a fixed probability measure, we now study stochastic processes in which the probability measure changes with time. We first treat models of Brownian movement as example for a completely stochastic motion. We then show how further and further constraints, for example in the frame of a master equation, render the stochastic process a more and more deterministic process.
This Chapter 4, and Chapter 5, are of equal importance for what follows. Since Chapter 4 is somewhat more difficult to read, students may also first read 5 and then 4. On the other hand, Chapter 4 continues directly the line of thought of Chapters 2 and 3. In both cases, chapters with an asterisk in the heading may be omitted during a first reading.
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Haken, H. (1983). Chance. In: Synergetics. Springer Series in Synergetics, vol 1. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-88338-5_4
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DOI: https://doi.org/10.1007/978-3-642-88338-5_4
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