Nonstationary Langevin equation: Statistical properties and application to explain effects observed in cardiological time series

Kirchner J, Meyer W, Elsholz M, Hensel B (2007)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2007

Journal

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics American Physical Society (APS)

Book Volume: 76

Article Number: 021110

Journal Issue: 2

URI: https://link.aps.org/doi/10.1103/PhysRevE.76.021110

DOI: 10.1103/PhysRevE.76.021110

Abstract

Using the Langevin equation we develop the model of a stochastic process subject to a given time-dependent regulatory mechanism. The effects of this nonstationarity on the statistical properties of the time series, i.e., on global and conditional probability densities and on the moments of the distribution, are derived. Application of these results on simple model trends allows one to approximate cardiological data and thus to explain effects recently observed in the reconstruction of the deterministic part of the Langevin equation for time series of heart rate.

Authors with CRIS profile

Jens Kirchner Lehrstuhl für Technische Elektronik Bernhard Hensel Max Schaldach-Stiftungsprofessur für Biomedizinische Technik

Involved external institutions

BIOTRONIK SE & Co. KG DE Germany (DE)

How to cite

APA:

Kirchner, J., Meyer, W., Elsholz, M., & Hensel, B. (2007). Nonstationary Langevin equation: Statistical properties and application to explain effects observed in cardiological time series. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 76(2). https://dx.doi.org/10.1103/PhysRevE.76.021110

MLA:

Kirchner, Jens, et al. "Nonstationary Langevin equation: Statistical properties and application to explain effects observed in cardiological time series." Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 76.2 (2007).

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