MiS Preprint Repository
We have decided to discontinue the publication of preprints on our preprint server end of 2024. The publication culture within mathematics has changed so much due to the rise of repositories such as ArXiV (www.arxiv.org) that we are encouraging all institute members to make their preprints available there. An institute's repository in its previous form is, therefore, unnecessary. The preprints published to date will remain available here, but we will not add any new preprints here.
Dynamical properties of strongly interacting Markov chains
Nihat Ay and Thomas WennekersAbstract
Spatial interdependencies of stochastic units are usually quantified by the Kullback-Leibler divergence of the joint probability distribution from the corresponding factorized distribution. In the present paper, a generalized measure for stochastic interaction, which also captures temporal interdependencies, is analysed within the setting of Markov chains. The dynamical properties of systems with strongly interacting stochastic units are analytically studied and illustrated by computer simulations. In particular, the emergence of determinism in such systems is demonstrated.
- Received:
- 07.01.02
- Published:
- 07.01.02