Stochastic flows and finite block frames

With the aim of understanding the mathematical structure of the fluctuation–dissipation theorem in non-equilibrium statistical physics and then constructing a mathematical principle in the modeling problem for time series analysis, we have developed the theory of KM2O-Langevin equations for discrete time stochastic processes. In this paper, as a new method for model analysis in the theory of KM2O-Langevin equations, we show that block frames provide a natural mathematical language for dealing with minimum norm expansions of multi-dimensional stochastic processes which do not necessarily satisfy stationarity and non-degeneracy conditions.