KFU. Card publication. Stochastic dynamics of time correlation in complex systems with discrete time

KAZAN
FEDERAL UNIVERSITY

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STOCHASTIC DYNAMICS OF TIME CORRELATION IN COMPLEX SYSTEMS WITH DISCRETE TIME

Form of presentation

Articles in international journals and collections

Year of publication

2000

Authors, employees of KFU

Gafarov Fail Mubarakovich, author

Yulmetev Renat Muzipovich, author

Bibliographic description in the original language

Renat Yulmetyev, Peter Hänggi, and Fail Gafarov. Stochastic dynamics of time correlation in complex systems with discrete time Phys. Rev. E 62(5), 6178-6194,2000

Annotation

In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,?, as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,?). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,?) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors? dynamics employing finite-difference equations for random variable

Keywords

random processes, complex systems

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=89238&p_lang=2

Full metadata record

Field DC	Value	Language
dc.contributor.author	Gafarov Fail Mubarakovich	ru_RU
dc.contributor.author	Yulmetev Renat Muzipovich	ru_RU
dc.date.accessioned	2000-01-01T00:00:00Z	ru_RU
dc.date.available	2000-01-01T00:00:00Z	ru_RU
dc.date.issued	2000	ru_RU
dc.identifier.citation	Renat Yulmetyev, Peter Hänggi, and Fail Gafarov. Stochastic dynamics of time correlation in complex systems with discrete time Phys. Rev. E 62(5), 6178-6194,2000	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=89238&p_lang=2	ru_RU
dc.description.abstract	In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,?, as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,?). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,?) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors? dynamics employing finite-difference equations for random variable	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	random processes	ru_RU
dc.subject	complex systems	ru_RU
dc.title	Stochastic dynamics of time correlation in complex systems with discrete time	ru_RU
dc.type	Articles in international journals and collections	ru_RU