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Synergetics pp 69-103 | Cite as

Chance

How Far a Drunken Man Can Walk
  • Hermann Haken
Chapter

Abstract

While in Chapter 2 we dealt with a fixed probability measure, we now study stochastic processes in which the probability measure changes with time. We first treat models of Brownian movement as example for a completely stochastic motion. We then show how further and further constraints, for example in the frame of a master equation, render the stochastic process a more and more deterministic process.

Keywords

Brownian Movement Conditional Probability Stationary Solution Markov Process Joint Probability 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1977

Authors and Affiliations

  • Hermann Haken
    • 1
  1. 1.Institut für Theoretische PhysikUniversität StuttgartStuttgart 80Germany

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