There is a huge standard literature on diffusion and interacting particle systems. The inter-occurrence times of discrete events such as power supply overload when powering a large population of interacting finite state machines is given by such models. This also models the probability of a phase-locked loop in the clock regenerator of a digital receiver slipping a clock cycle.
Fokker Planck
Wiener Process
| 14: (C) 2012-16, DJ Greaves, University of Cambridge, Computer Laboratory. |