Skip to main content

New answers tagged

2 votes

Self-similarity of the diffusion equation

You are describing the Wiener process. Your notation is a bit confusing, since $W$ is usually what you call $x$. Yes, your system is self similar, but if you rescale time, you also need to rescale ...
LPZ's user avatar
  • 12.3k
1 vote

Why the transition probability in the master equation approach just the rate$*dt$ for a simple birth process?

Transition rates are defined as the following limit $$W(n\to n+\Delta n)=\lim_{\Delta t \to 0 } \frac{P\,(n+\Delta n,t+\Delta t|n,t)}{\Delta t}.$$ Where $P(n',t'|n,t)$ is the probability to find the ...
Javi's user avatar
  • 991
1 vote

Mathematical description of random noise

It depends on the phenomenon. In engineering it depends on a specific device that generates noise. What you described is a additive noise which is added to a signal, the second one is more like ...
Pierre Polovodov's user avatar

Top 50 recent answers are included