Information Geometry of Nonlinear Stochastic Systems

Information Geometry of Nonlinear Stochastic Systems

We elucidate the effect of different deterministic nonlinear forces on geometric structure of stochastic processes by investigating the transient relaxation of initial PDFs of a stochastic variable x under forces proportional to -xn (n=3,5,7) and different strength D of δ-correlated stocha...

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Bibliographic Details
Main Authors: Rainer Hollerbach, Donovan Dimanche, Eun-jin Kim
Format: Article
Language:English
Published: MDPI AG 2018-07-01
Series:Entropy
Subjects:
stochastic processes
Fokker-Planck equation
information length
Online Access:http://www.mdpi.com/1099-4300/20/8/550

Internet

http://www.mdpi.com/1099-4300/20/8/550

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