Nonstationary Langevin equation: statistical properties and application to explain effects observed in cardiological time series.
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.
Kirchner
Jens
J
Max Schaldach-Stiftungsprofessur, Center for Medical Physics and Engineering, Friedrich-Alexander-Universität Erlangen-Nürnberg, Germany. kirchner@biomed.uni-erlangen.de
Meyer
Wolfgang
W
Elsholz
Markus
M
Hensel
Bernhard
B