A Method of Self-Consistent Approximation for the Evolution Equation of a Probability Distribution
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概要
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A self-consistent approximation method for an evolution equation of a probabilitydistribution which is not far from Gaussian is proposed by using an information-theoretical quantity, that is, Kullback-Leibler's information. One typical example isconsidered as an illustration. It is also shown that the results are concisely representedby the Wiener-Hermite expansion.
- 社団法人日本物理学会の論文
- 1989-08-15
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