title: Reconstruction of the modified discrete Langevin equation from persistent time series.
abstract: The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.
authors.affiliation: Institute of Geophysics, Polish Academy of Sciences, Księcia Janusza 64, 01-452 Warsaw, Poland.
authors.forename: Zbigniew
authors.initials: Z
authors.lastname: Czechowski