The the problem of inferring the jump probabilities of a discrete Ran- dom Walk from the probability distribution of the process out equilibrium is addressed. Numerical methods and algorithms for solving this problem in 1 and 2 dimensions, based on the Chapman-Kolmogorov equation are investigated. The quantification of the a posteriori error of the calcu- lated value is performed. Numerical experiments show the ability of the proposed computational procedure to infer the Random Walk parameters and the related accuracies.
Using the Chapman-Kolmogorov equation for the inference of discrete Random Walks
Mario Annunziato
Writing – Original Draft Preparation
In corso di stampa
Abstract
The the problem of inferring the jump probabilities of a discrete Ran- dom Walk from the probability distribution of the process out equilibrium is addressed. Numerical methods and algorithms for solving this problem in 1 and 2 dimensions, based on the Chapman-Kolmogorov equation are investigated. The quantification of the a posteriori error of the calcu- lated value is performed. Numerical experiments show the ability of the proposed computational procedure to infer the Random Walk parameters and the related accuracies.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
