IEICE TRANSACTIONS on Fundamentals
The Higher-Order Moment Function of Superposed Markov Jumping Processes with Its Application to the Analysis of Membrane Current Fluctuations
Summary :
This paper describes the higher-order moment analysis of superposed Markov jumping processes. A superposed Markov jumping process is defined as a linear superposition of a finite number of piecewise constant real valued stochastic process whose value changes are associated with state transitions in an underlying descrete state continuous time Markov process. Some phenomena are modeled well by the process such as membrane current fluctuations observed at bio-membranes or load fluctuations in electrical power systems. Theoretical formula of the moment function of any order k is derived and the parameter estimation problem utilizing higher-order moment functions is discussed. A new method of estimating the kinetic parameters of membrane current fluctuations is proposed as a possible application.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E75-A No.12 pp.1805-1813
- Publication Date
- 1992/12/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- PAPER
- Category
- Nonlinear Phenomena and Analysis
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Kazuo YANA, Hiroyuki MINO, Nobuyuki MORIMOTO, "The Higher-Order Moment Function of Superposed Markov Jumping Processes with Its Application to the Analysis of Membrane Current Fluctuations" in IEICE TRANSACTIONS on Fundamentals,
vol. E75-A, no. 12, pp. 1805-1813, December 1992, doi: .
Abstract: This paper describes the higher-order moment analysis of superposed Markov jumping processes. A superposed Markov jumping process is defined as a linear superposition of a finite number of piecewise constant real valued stochastic process whose value changes are associated with state transitions in an underlying descrete state continuous time Markov process. Some phenomena are modeled well by the process such as membrane current fluctuations observed at bio-membranes or load fluctuations in electrical power systems. Theoretical formula of the moment function of any order k is derived and the parameter estimation problem utilizing higher-order moment functions is discussed. A new method of estimating the kinetic parameters of membrane current fluctuations is proposed as a possible application.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e75-a_12_1805/_p
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@ARTICLE{e75-a_12_1805,
author={Kazuo YANA, Hiroyuki MINO, Nobuyuki MORIMOTO, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={The Higher-Order Moment Function of Superposed Markov Jumping Processes with Its Application to the Analysis of Membrane Current Fluctuations},
year={1992},
volume={E75-A},
number={12},
pages={1805-1813},
abstract={This paper describes the higher-order moment analysis of superposed Markov jumping processes. A superposed Markov jumping process is defined as a linear superposition of a finite number of piecewise constant real valued stochastic process whose value changes are associated with state transitions in an underlying descrete state continuous time Markov process. Some phenomena are modeled well by the process such as membrane current fluctuations observed at bio-membranes or load fluctuations in electrical power systems. Theoretical formula of the moment function of any order k is derived and the parameter estimation problem utilizing higher-order moment functions is discussed. A new method of estimating the kinetic parameters of membrane current fluctuations is proposed as a possible application.},
keywords={},
doi={},
ISSN={},
month={December},}
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TY - JOUR
TI - The Higher-Order Moment Function of Superposed Markov Jumping Processes with Its Application to the Analysis of Membrane Current Fluctuations
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1805
EP - 1813
AU - Kazuo YANA
AU - Hiroyuki MINO
AU - Nobuyuki MORIMOTO
PY - 1992
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E75-A
IS - 12
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - December 1992
AB - This paper describes the higher-order moment analysis of superposed Markov jumping processes. A superposed Markov jumping process is defined as a linear superposition of a finite number of piecewise constant real valued stochastic process whose value changes are associated with state transitions in an underlying descrete state continuous time Markov process. Some phenomena are modeled well by the process such as membrane current fluctuations observed at bio-membranes or load fluctuations in electrical power systems. Theoretical formula of the moment function of any order k is derived and the parameter estimation problem utilizing higher-order moment functions is discussed. A new method of estimating the kinetic parameters of membrane current fluctuations is proposed as a possible application.
ER -
English
