Mathematical Physics

    

Random Ode and Application to Statistics

Authors: Michail Zak

It is demonstrated that any statistics can be represented by an attractor of the solution to the corresponding system of ODE coupled with its Liouville equation. Such a non-Newtonian representation allows one to reduce foundations of statistics to better-established foundations of ODE. In addition to that, evolution to the attractor reveals possible micro-mechanisms driving random events to the final distribution of the corresponding statistical law. Special attention is concentrated upon the power law and its dynamical interpretation: it is demonstrated that the underlying dynamics supports a “violent reputation” of the power- law statistics. As preliminary information, a review of origin of randomness in physics including new class of random ODE is presented.

Comments: 28 Pages.

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Submission history

[v1] 2015-05-09 10:29:24

Unique-IP document downloads: 488 times

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