Multivariate Ornstein-Uhlenbeck processes with mean-field dependent coefficients: Application to postural sway

被引：57

作者：

Frank, T.D. ^{[1
]}

Daffertshofer, A. ^{[1
]}

Beek, P.J. ^{[1
]}

机构：

[1] Faculty of Human Movement Sciences, Vrije Universiteit, Van der Boechorststraat 9, 1081 BT Amsterdam, Netherlands

来源：

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics | 2001年 / 63卷 / 1 I期

关键词：

Approximation theory - Difference equations - Diffusion - Random processes;

D O I：

10.1103/PhysRevE.63.011905

中图分类号：

学科分类号：

摘要：

In terms of multivariate Ornstein-Uhlenbeck processes with friction and diffusion coefficients, the transient and stationary behavior of many-particle systems was studied. Mean-field approximations of this kind of system were derived in terms of Fokker-Planck equations. Decreasing steady-state autocorrelation functions that decayed faster than exponential functions were found, which described the erratic motion of the center of pressure.

引用

页码：011905 / 011901