Characterizing abrupt transitions in stochastic dynamics
Data sampled at discrete times appears as a succession of discontinuous jumps, even if the underlying trajectory is continuous. We analytically derive a criterion that allows one to check whether for a given, even noisy time series the underlying process has a continuous (diffusion) trajectory or ha...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
IOP Publishing
2018-01-01
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| Serie: | New Journal of Physics |
| Soggetti: | |
| Accesso online: | https://doi.org/10.1088/1367-2630/aaf0d7 |
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