  We build on a previous statistical model for distributed systems and
formulate it in a way that the deterministic and stochastic processes within
the system are clearly separable. We show how internal fluctuations can be
analysed in a systematic way using Van Kanpen's expansion method for Markov
processes. We present some results for both stationary and time-dependent
states. Our approach allows the effect of fluctuations to be explored,
particularly in finite systems where such processes assume increasing
importance.
