Year: 1998
Type: article
Abstract: It is emphasized that non-Markovian processes, which occur for instance in the case of colored noise, cannot be considered merely as corrections to the class of Markov processes but require special treatment. Many familiar concepts, such as first-passage times, no longer apply and need be reconsidered. Several methods of dealing with non-Markov processes are discussed. As an example a recent application to the transport of ions through a membrane is briefly mentioned.
Source: Brazilian Journal of Physics
Author: N.G. van Kampen
Institution: Institute for Theoretical Physics Amsterdam
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,290
OpenAlex ID: W2140826184