QuoteOriginally posted by: crootP.S.Quote in that limit we expect the t-dependence to disappear, del t becomes insignificant Is this expectation somehow related to "the central limit theorem"?It's a statement that the process becomes progressively more independent of the current state with increasing time (e.g. with decreasing auto-correlation) so that, eventually, the time dependence in del Z disappears (as it should in a and b too). This is the steady-state limit. And since we expect a stable distribution in this limit (since the actual magnitude of a finite del t becomes irrelevant as t->infinity), then a Gaussian is the obvious choice.
Last edited by Fermion
on January 16th, 2012, 11:00 pm, edited 1 time in total.