On the distribution of estimators of diffusion constants for Brownian motion

DOI10.1088/1751-8113/44/33/335003zbMath1226.82049arXiv1105.3135OpenAlexW3102709085MaRDI QIDQ3091838

David S. Dean, Denis Boyer

Publication date: 14 September 2011

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.3135

zbMATH Keywords

diffusionBrownian motionFeynman-Kac theorem

Mathematics Subject Classification ID

Brownian motion (60J65) Statistical mechanics of polymers (82D60) Diffusion processes (60J60) Path integrals in quantum mechanics (81S40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (4)

Analysing single-molecule trajectories to reconstruct free-energy landscapes of cyclic motor proteins ⋮ Distribution of the least-squares estimators of a single Brownian trajectory diffusion coefficient ⋮ Steady state of overdamped particles in the non-conservative force field of a simple non-linear model of optical trap ⋮ Path integrals for higher derivative actions

This page was built for publication: On the distribution of estimators of diffusion constants for Brownian motion