Comment on "Describing the state of a stochastic process," by D. T. Gillespie [Am. J. Phys. 66 (6), 533-536 (1998)]

被引：2

作者：

Gillespie, DT ^{[1
]}

Alltop, WO ^{[1
]}

Martin, JM ^{[1
]}

机构：

[1] USN, Air Warfare Ctr, Computat Sci Branch, China Lake, CA 93555 USA

来源：

AMERICAN JOURNAL OF PHYSICS | 1999年 / 67卷 / 03期

关键词：

D O I：

10.1119/1.19235

中图分类号：

G40 [教育学];

学科分类号：

040101 ; 120403 ;

摘要：

In the commented paper, it was pointed out that a certain set of conditioned probability density functions P-(1), P-(2),..., is both necessary and sufficient to fully describe the state of any classical stochastic process. But the announced set of constraints that those functions are obliged to satisfy was incomplete. Here we elaborate the full set of constraining conditions on the P-(n) functions, and in so doing Eve expose the non-Markovian generalization of the Chapman-Kolmogorov equation. (C) 1999 American Association of Physics Teachers.

引用

页码：258 / 259

页数：2