Data-driven parameterization of the generalized Langevin equation

DOI10.1073/pnas.1609587113zbMath1407.62320arXiv1606.02596OpenAlexW2963838606WikidataQ31146625 ScholiaQ31146625MaRDI QIDQ4646227

Xiantao Li, Huan Lei, Nathan A. Baker

Publication date: 11 January 2019

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.02596

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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