Physics – Data Analysis – Statistics and Probability
Scientific paper
2009-05-27
Physics
Data Analysis, Statistics and Probability
Preprint
Scientific paper
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 developed here will permit better evaluation of Langevin or Fokker-Planck based models from data with large sampling intervals. It can also be used to predict the sampling intervals for which finite-time effects become significant.
No associations
LandOfFree
Finite sampling interval effects in Kramers-Moyal analysis does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Finite sampling interval effects in Kramers-Moyal analysis, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Finite sampling interval effects in Kramers-Moyal analysis will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-527127