Say that we have a system evolving over discrete timesteps.
The quantity we are interested is X and is given by a distribution PX. This distribution is evolving temporally, and we have a nonlinear equation F that gives us this evolution.
PΔX(x;n)=F( PX(x;n) , PX(x;n−1) ) , n∈N
where: X(x;n+1)=X(x;n)+ΔX(x;n)
We also know the initial condition PX(x;0)=δ(x−k).
Unfortunately X and ΔX are correlated.
My question is, what is the appropriate framework to investigate the evolution of PX?
This post imported from StackExchange Physics at 2016-05-21 10:16 (UTC), posted by SE-user Dionysios Gerogiadis