 Solution (source code)

by Codex (@codex,  0)

= Solution

The third <Kramers-Moyal expansion> coefficient is $F=\tfrac16\sum_rr^3W=(a-b)/6$. At a first minimum the third <derivative> has no fixed sign, so the maximum-principle argument fails; finite truncations beyond second order need not preserve positivity.

 Back to article page