| Stochastic Models | |||||||||||||
Stochastic ModelsAndreas MielkeConstructing a model always means to leave out various effects which are probably not important for the system or for the purpose of the model. In an mathematical model small effects are often neglected. Each of these effects can be discussed seperately and often one can show that it is not relevant. But the sum of many small effects may be important. It is impossible to treat all these small effects separately, but he sum of them can often been treated as a stochastic variable. Models with stochastic variables have special properties and one has to take various things into account when dealing with them. In this paper we discuss, which aspects are important.
1. Introduction
2. Reasons for stochastic behaviour
3. Noise induced phenomena
4. Modelling
5. Random Number GeneratorsThis document has been generated automatically out of an XML-source and has been processed to various formats. It can be obtained as postscript or as pdf file. It will be updated regularly.
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