Estimating diffusion coefficients from count data: Einstein-Smoluchowski theory revisited

DOI10.1023/A:1003214209227zbMath0897.62095OpenAlexW2019917548MaRDI QIDQ1384407

Bruce Dunham, Nicholas H. Bingham

Publication date: 13 April 1998

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003214209227

zbMATH Keywords

infinite server queueOrnstein-Uhlenbeckcoverage processAvogadro's numberCampbell's theoremEinstein-Smoluchowski processregenerative phenomenon

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items

Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data, Dispersal density estimation across scales, Random permutations generated by delay models and estimation of delay distributions, The \(M/G/\infty\) estimation problem revisited, Sojourn Time Estimation in an M/G/∞ Queue with Partial Information, Nonparametric Inference About Service Time Distribution from Indirect Measurements, An almost-Markov-type mixing condition and large deviations for Boolean models on the line, Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)