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Regeneration of stochastic processes: an inverse method

Author

Listed:
  • F. Ghasemi
  • J. Peinke
  • M. Sahimi
  • M. R. Rahimi Tabar

Abstract

We propose a novel inverse method that utilizes a set of data to construct a simple equation that governs the stochastic process for which the data have been measured, hence enabling us to reconstruct the stochastic process. As an example, we analyze the stochasticity in the beat-to-beat fluctuations in the heart rates of healthy subjects as well as those with congestive heart failure. The inverse method provides a novel technique for distinguishing the two classes of subjects in terms of a drift and a diffusion coefficients which behave completely differently for the two classes of subjects, hence potentially providing a novel diagnostic tool for distinguishing healthy subjects from those with congestive heart failure, even at the early stages of the disease development. Copyright EDP Sciences/Società Italiana di Fisica/Springer-Verlag 2005

Suggested Citation

  • F. Ghasemi & J. Peinke & M. Sahimi & M. R. Rahimi Tabar, 2005. "Regeneration of stochastic processes: an inverse method," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 47(3), pages 411-415, October.
    • Handle: RePEc:spr:eurphb:v:47:y:2005:i:3:p:411-415
    DOI: 10.1140/epjb/e2005-00339-4
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    Cited by:

    1. Juan Carlos Jauregui-Correa & Carlos S. López-Cajun & Mihir Sen, 2017. "Determining the Coupling Source on a Set of Oscillators from Experimental Data," Complexity, Hindawi, vol. 2017, pages 1-10, May.
    2. Sarnitsky, Grigory & Heinz, Stefan, 2022. "Nonparametric inference for diffusion processes in systems with smooth evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 598(C).

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