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Fisher information of correlated stochastic processes

New Journal of Physics, 2023
Many real-world tasks include some kind of parameter estimation, i.e. the determination of a parameter encoded in a probability distribution. Often, such probability distributions arise from stochastic processes.
Marco Radaelli, Gabriel T Landi, Kavan Modi, Felix C Binder   +3 more
doaj   +1 more source

Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc

Journal of Statistical Software, 2020
We introduce Sim.DiffProc, an R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the
Arsalane Chouaib Guidoum, Kamal Boukhetala   +1 more
doaj   +1 more source

Entropy Production in Stochastics

Entropy, 2017
While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used.
Demetris Koutsoyiannis
doaj   +1 more source

The neuronal response at extended timescales: a linearized spiking input-output relation

Frontiers in Computational Neuroscience, 2014
Many biological systems are modulated by unknown slow processes. This can severely hinder analysis - especially in excitable neurons, which are highly non-linear and stochastic systems.
Daniel eSoudry, Ron eMeir
doaj   +1 more source

A review of entropy measures for uncertainty quantification of stochastic processes

Advances in Mechanical Engineering, 2019
Entropy is originally introduced to explain the inclination of intensity of heat, pressure, and density to gradually disappear over time. Based on the concept of entropy, the Second Law of Thermodynamics, which states that the entropy of an isolated ...
Alireza Namdari, Zhaojun (Steven) Li
doaj   +1 more source

Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models

Journal of Biological Dynamics, 2017
In this work we develop approximate aggregation techniques in the context of slow-fast linear population models governed by stochastic differential equations and apply the results to the treatment of populations with spatial heterogeneity.
Luis Sanz, Juan Antonio Alonso
doaj   +1 more source

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes [PDF]

Nonlinear Processes in Geophysics, 1994
1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993.
D. Schertzer, S. Lovejoy, S. Lovejoy
doaj  

Stochastic Acceleration in Weakly Turbulent Astrophysical Environments

The Astrophysical Journal
Turbulent magnetic fields are to some extent a universal feature in astrophysical phenomena. Charged particles that encounter this turbulence are typically accelerated according to the so-called second-order Fermi process.
Dominik Walter, Björn Eichmann
doaj   +1 more source

Filtering of second order generalized stochastic processes corrupted by additive noise

CoRR
35 ...
openaire   +2 more sources

New adaptive memory stochastic fractional operators and their applications in computational intelligence. [PDF]

Sci Rep
Khan TU, Al-Juaid BS, Markarian C.
europepmc   +1 more source