Cited by 114stochastic dynamics and bifurcationStochastic processes and statistical mechanicsAdvanced Thermodynamics and Statistical Mechanics

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Remarks on Non-Markov Processes

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van Kampen, N.G.·1998·Brazilian Journal of Physics

Abstract

It is emphasized that non-Markovian processes, which occur for instance in the case of colored noise, cannot be considered merely as corrections to the class of Markov processes but require special treatment. Many familiar concepts, such as first-passage times, no longer apply and need be reconsidered. Several methods of dealing with non-Markov processes are discussed. As an example a recent application to the transport of ions through a membrane is briefly mentioned.

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Research works printed but not linked: 23

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Metadata

Authors
van Kampen, N. G.
Venue
Brazilian Journal of Physics
Published
1998-06
Volume
28
Issue
2
ISSN
0103-9733 (ISSN-L)
OpenAlex
W2140826184
Cited by
114
References
2
Citations by year
2026: 1 · 2025: 10 · 2024: 10 · 2023: 3 · 2022: 7 · 2021: 12 · 2020: 15 · 2019: 13 · 2018: 8 · 2017: 5 · 2016: 5 · 2015: 6 · 2014: 2 · 2013: 2 · 2012: 3
FWCI
0.00
Type
journal article
Language
en
Open access
Licence
cc-by-nc
Locations
  • Brazilian Journal of Physics (publishedVersion, cc-by-nc)
  • LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas) (publishedVersion, other-oa)
  • Americanae (AECID Library) (submittedVersion, other-oa)
Topics
  • Physical Sciences › Physics and Astronomy › Statistical and Nonlinear Physics › stochastic dynamics and bifurcation
  • Physical Sciences › Mathematics › Mathematical Physics › Stochastic processes and statistical mechanics
  • Physical Sciences › Physics and Astronomy › Statistical and Nonlinear Physics › Advanced Thermodynamics and Statistical Mechanics
Keywords
non-Markovian processes, colored noise, first passage time, Markov processes, ion transport, membrane transport, stochastic processes

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