Relationship of fluctuations and transport for nonlinear Markov processes
- 1 June 1986
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 33 (6) , 4307-4311
- https://doi.org/10.1103/physreva.33.4307
Abstract
An exact relationship between the equations for the dynamics of average variables and those for their fluctuations is established for Markov processes. The result includes the general case of nonlinear and nonstationary dynamics and provides an extension of Onsager’s regression hypothesis to a broad class of systems far from equilibrium.Keywords
This publication has 2 references indexed in Scilit:
- Quantum Noise. XI. Multitime Correspondence between Quantum and Classical Stochastic ProcessesPhysical Review B, 1968
- Classical Noise III: Nonlinear Markoff ProcessesReviews of Modern Physics, 1966