Low-sampling-rate Kramers-Moyal coefficients
نویسندگان
چکیده
منابع مشابه
Low-sampling-rate Kramers-Moyal coefficients.
We analyze the impact of the sampling interval on the estimation of Kramers-Moyal coefficients. We obtain the finite-time expressions of these coefficients for several standard processes. We also analyze extreme situations such as the independence and no-fluctuation limits that constitute useful references. Our results aim at aiding the proper extraction of information in data-driven analysis.
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2010
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.82.041122