A dynamical system pair with identical first two moments but different probability densities

@article{Halder2014ADS,
  title={A dynamical system pair with identical first two moments but different probability densities},
  author={Abhishek Halder and Kooktae Lee and Raktim Bhattacharya},
  journal={53rd IEEE Conference on Decision and Control},
  year={2014},
  pages={6044-6049}
}
Often in the literature, stochastic dynamical systems are approximated by moment closure techniques, closure in second moment being common practice. This refers to truncating the statistics generated by time varying probability density functions which evolve under the action of the trajectory-level dynamics. Although it is known that such moment closure… CONTINUE READING