STATISTICAL-PHYSICAL THEORY OF MULTIVARIATE TEMPORAL FLUCTUATIONS - GLOBAL CHARACTERIZATION AND TEMPORAL CORRELATION

被引:33
作者
FUJISAKA, H [1 ]
INOUE, M [1 ]
机构
[1] KAGOSHIMA UNIV, DEPT PHYS, KAGOSHIMA 890, JAPAN
来源
PHYSICAL REVIEW A | 1990年 / 41卷 / 10期
关键词
D O I
10.1103/PhysRevA.41.5302
中图分类号
O43 [光学];
学科分类号
070207 ; 0803 ;
摘要
The fluctuation-spectrum theory and the generalized time-correlation function method established for the statistical characterization of univariate temporal fluctuations are extended to multivariate fluctuations by introducing the concept of the complete set of temporal fluctuations for the overall description of dynamical behaviors of the physical system. We develop the eigenfunction expansion for relevant quantities and further construct the continued-fraction expansion. The present approach enables us to study the explicit cross correlation among several time sequences as well as a detailed description of the dynamical behaviors of the system. © 1990 The American Physical Society.
引用
收藏
页码:5302 / 5319
页数:18
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