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Название: Ergodic properties of infinite-dimensional stochastic systems
Автор: Tropper E.
The ergodic properties of two stochastic models I and II are investigated. Each model is described by a fieldx(t),t > 0. The probability measures on X that satisfy the Dobrushin-Lanford-Ruelle (DLR) conditions are stationary for this process and have a mixing property. Moreover, for I any stationary, time-reversal-invariant probability measure that has certain regularity properties must satisfy the DLR conditions.