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On the validity of the Onsager-Machlup postulate for nonlinear stochastic processes
Authors:B H Lavenda
Institution:(1) Istituto di Fisica Sperimentale dell'Universitá di Napoli, Naples, Italy
Abstract:It is shown that: (i) the Onsager-Machlup postulate applies to nonlinear stochastic processes over a time scale that, while being much longer than the correlation times of the random forces, is still much shorter than the time it takes for the nonlinear distortion to become visible; (ii) these are also the conditions for the validity of the generalized Fokker-Planck equation; and (iii) when the fine details of the space-time structure of the stochastic processes are unimportant, the generalized Fokker-Planck equation can be replaced by the ordinary Fokker-Planck equation.
Keywords:
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