Asymptotic estimate of variance with applications to stochastic differential equations arises in mathematical neuroscience
Document Type
Article
Publication Date
1-17-2018
Abstract
Matrix representation of a limit of variance for circular process is given. It is shown that the variance is asymptotically measured by the decrease in spectral energy in one step of a Markov chain. Then we apply this result to a stochastic differential equation with parametric noise (which arises in mathematical neuroscience) and demonstrate how the results can be used to analyze propagation of a signal in sound mechanism.
Publication Title
Communications in Statistics - Theory and Methods
Volume
47
Issue
2
First Page
289
Last Page
306
Digital Object Identifier (DOI)
10.1080/03610926.2017.1303729
ISSN
03610926
E-ISSN
1532415X
Citation Information
Rahman. (2018). Asymptotic estimate of variance with applications to stochastic differential equations arises in mathematical neuroscience. Communications in Statistics. Theory and Methods, 47(2), 289–306. https://doi.org/10.1080/03610926.2017.1303729