The theory of <i>KM</i>₂<i>O</i>-Langevin equations and applications to data analysis (II): Causal analysis (1)

Abstract

It is not too much to say that the problem of finding a cause-and-effect relationship is a fascinating and eternal theme in both natural and social sciences. It is often difficult to decide whether one is the cause of another in two related phenomena, but it is an important problem. It is related to the internal structure of phenomena which generate deterministic or random changes as time passes. We note that the phenomena to be considered are often not deterministic but random. For example, in physical systems such as quantum mechanics or chaotic classical mechanics, it is well known that certain probabilistic reasonings are indispensable.