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White noise limits for discrete dynamical systems driven by fast deterministic dynamics

โœ Scribed by Dror Givon; Raz Kupferman


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
377 KB
Volume
335
Category
Article
ISSN
0378-4371

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โœ Yongfeng Guo; Wei Xu; Hongtao Liu; Dongxi Li; Liang Wang ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 639 KB

The quasimonochromatic noise (QMN) is the ''truly colored" noise, and in this paper the upper bound of time derivative of entropy for a dynamical system driven by QMN is studied. The dimension of Fokker-Planck equation is reduced by the way of linear transformation. The exact time dependence of the