Finite sampling interval effects in Kramers–Moyal analysis
نویسندگان
چکیده
منابع مشابه
Finite sampling interval effects in Kramers–Moyal analysis
Large sampling intervals can affect reconstruction of Kramers-Moyal coefficients from data. A new method, which is direct, non-stochastic and exact up to numerical accuracy, can estimate these finite-time effects. For the first time, exact finite-time effects are described analytically for special cases; biologically inspired numerical examples are also worked through numerically. The approach ...
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ژورنال
عنوان ژورنال: Physics Letters A
سال: 2009
ISSN: 0375-9601
DOI: 10.1016/j.physleta.2009.08.029