The text from the start of Section 4.6 through equation 4.10 should read:

  • To find the STA for the linear model and compare it to numerical simulations, we move to discrete time by defining t=nh, where n is an integer and h is the time step. For clarity of notation, we identify v(t)=v(nh) ≡ vn. The linear model in equation 4.3 is equivalently described by the forward transition probability distribution:
  • Also of use are the steady-state probability distribution, pL(v), given in equation 4.4, and the backward transition probability distribution, p(vn|vn+1), which can be derived with Bayes’ rule:
    for small . Notice that the linear model is statistically reversible (Weiss, 1975): the backward transition distribution is the time reversal of the forward, vn ⇆...

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