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Geometric and projection effects in Kramers-Moyal analysis

Lade, Steven


Kramers-Moyal coefficients provide a simple and easily visualized method with which to analyze nonlinear stochastic time series. One mechanism that can affect the estimation of the coefficients is geometric projection effects. For some biologically inspired examples, these effects are predicted and explored with a nonstochastic projection operator method and compared with direct numerical simulation of the systems' Langevin equations. General features and characteristics are identified, and the...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Journal article
Source: Physical Review E-Statistical, Nonlinear and Soft Matter Physics
DOI: 10.1103/PhysRevE.80.031137


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