Eur. Phys. J. B 47, 411-415 (2005)
https://doi.org/10.1140/epjb/e2005-00339-4

Regeneration of stochastic processes: an inverse method

¹ Department of Physics, Sharif University of Technology, PO Box 11365-9161, Tehran 11365, Iran
² Carl von Ossietzky University, Institute of Physics, 26111 Oldenburg, Germany
³ Department of Chemical Engineering, University of Southern California, Los Angeles, California 90089-1211, USA
⁴ CNRS UMR 6529, Observatoire de la Côte d'Azur, BP 4229, 06304 Nice Cedex 4, France

Corresponding author: ^a rahimitabar@iust.ac.ir

Received: 13 April 2005
Published online: 28 October 2005

Abstract

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.