About cookies on this site Our websites require some cookies to function properly (required). In addition, other cookies may be used with your consent to analyze site usage, improve the user experience and for advertising. For more information, please review your options. By visiting our website, you agree to our processing of information as described in IBM’sprivacy statement. To provide a smooth navigation, your cookie preferences will be shared across the IBM web domains listed here.
Publication
Physics Letters, Section A: General, Atomic and Solid State Physics
Paper
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. © 1999 Elsevier Science B.V. All rights reserved.