Abstract
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a systematic way using Van Kanpen's expansion method for Markov processes. We present some results for both stationary and time-dependent states. Our approach allows the effect of fluctuations to be explored, particularly in finite systems where such processes assume increasing importance.
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Additional information
Systems Research Division, BT Laboratories, Martlesham Heath, Ipswich IP5 7RE, United Kingdom. E-mail: iadjali@bt-sys.bt.co.uk. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 99, No. 2, pp. 164–171, May, 1994.
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Adjali, I., Fernández-Villacañas, J.L. & Gell, M. Nonlinear dynamics in distributed systems. Theor Math Phys 99, 495–500 (1994). https://doi.org/10.1007/BF01016129
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DOI: https://doi.org/10.1007/BF01016129