Highly Influential

3 Excerpts

- Published 2001

Spatial interdependencies of stochastic units are usually quanti ed 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. 2

@inproceedings{Ay2001FUM,
title={F Ur Mathematik in Den Naturwissenschaften Leipzig Dynamical Properties of Strongly Interacting Markov Chains Dynamical Properties of Strongly Interacting Markov Chains},
author={Nihat Ay and Thomas Wennekers},
year={2001}
}