NONLINEAR DYNAMICS IN DISTRIBUTED SYSTEMS

We build on a previous statistical model for distributed systems and f ormulate it in a way that the deterministic and stochastic processes w ithin the system are clearly separable. We show how internal fluctuati ons can be analysed in a systematic way using Van Kanpen's expansion m ethod for Markov processes. We present some results for both stationar y and time-dependent states. Our approach allows the effect of fluctua tions to be explored, particularly in finite systems where such proces ses assume increasing importance.