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Comparing Information Metrics for a Coupled Ornstein–Uhlenbeck Process

It is often the case when studying complex dynamical systems that a statistical formulation can provide the greatest insight into the underlying dynamics. When discussing the behavior of such a system which is evolving in time, it is useful to have the notion of a metric between two given states. A...

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Principais autores: James Heseltine, Eun-jin Kim
פורמט: Artigo
שפה:Inglês
יצא לאור: MDPI AG 2019-08-01
סדרה:Entropy
נושאים:
stochastic processes
Langevin equation
Fokker–Planck equation
information length
Fisher information
metrics
O-U process
probability density function
גישה מקוונת:https://www.mdpi.com/1099-4300/21/8/775
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