Asymptotic estimate of variance with applications to stochastic differential equations arises in mathematical neuroscience
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.
Communications in Statistics - Theory and Methods
Digital Object Identifier (DOI)
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