Related papers: New Computational Approaches to Analysis of Interb…
We propose a novel inverse method that utilizes a set of data to construct a simple equation that governs the stochastic process for which the data have been measured, hence enabling us to reconstruct the stochastic process. As an example,…
We describe a method for analyzing the stochasticity in the non-stationary data for the beat-to-beat fluctuations in the heart rates of healthy subjects, as well as those with congestive heart failure. The method analyzes the returns time…
Statistical properties of interbeat intervals cascade are evaluated by considering the joint probability distribution $P(\Delta x_2,\tau_2;\Delta x_1,\tau_1)$ for two interbeat increments $\Delta x_1$ and $\Delta x_2$ of different time…
We analyze the relationship of longitudinal and transverse increment statistics measured in isotropic small-scale turbulence. This is done by means of the theory of Markov processes leading to a phenomenological Fokker-Planck equation for…
Features of the turbulent cascade are investigated for various datasets from three different turbulent flows. The analysis is focused on the question as to whether developed turbulent flows show universal small scale features. To answer…
Biochemical signaling cascades transmit intracellular information while dissipating energy under nonequilibrium conditions. We model a cascade as a code string and apply information-entropy ideas to quantify an optimal transmission rate. A…
We focus on various measures of the fluctuations of the sequence of intervals between beats of the human heart, and how such fluctuations can be used to assess the presence or likelihood of cardiovascular disease. We examine sixteen such…
Fluctuations in biochemical networks, e.g., in a living cell, have a complex origin that precludes a description of such systems in terms of bipartite or multipartite processes, as is usually done in the framework of stochastic and/or…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
Stationary quantum information sources emit sequences of correlated qudits -- that is, structured quantum stochastic processes. If an observer performs identical measurements on a qudit sequence, the outcomes are a realization of a…
Hidden information emerges under impulse interactions with Markov diffusion process modeling interactive random environment. Impulse yes no action cuts Markov correlations revealing Bit of hidden information connected correlated states.…
We analize heartbeat time-series corresponding to several groups of individuals (healthy, heart transplanted, with congestive heart failure (CHF), after myocardial infarction (MI), hypertensive), looking for short- and long-time statistical…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…
A stochastic analysis of financial data is presented. In particular we investigate how the statistics of log returns change with different time delays $\tau$. The scale dependent behaviour of financial data can be divided into two regions.…
In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…
We propose a new measure to estimate the direction of information flux in multivariate time series from complex systems. This measure, based on the slope of the phase spectrum (Phase Slope Index) has invariance properties that are important…
This PhD thesis deals with the Markov picture of developed turbulence from the theoretical point of view. The thesis consists of two parts. The first part introduces stochastic thermodynamics, the second part aims at transferring the…
In this work we present a method to detect, identify and characterize stochastic information contained in an electrocardiogram (ECG). We assume, as it is well known, that the ECG has information corresponding to many different processes…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…