Regeneration of Stochastic Processes: An Inverse Method

J. Peinke, M. Reza Rahimi Tabar, Muhammad Sahimi, F. Ghasemi

Published 2004-11-20, updated 2005-10-06Version 2

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 analyze the stochasticity in the beat-to-beat fluctuations in the heart rates of healthy subjects as well as those with congestive heart failure. The inverse method provides a novel technique for distinguishing the two classes of subjects in terms of a drift and a diffusion coefficients which behave completely differently for the two classes of subjects, hence potentially providing a novel diagnostic tool for distinguishing healthy subjects from those with congestive heart failure, even at the early stages of the disease development.