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Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited |
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| Authors: | N.H. Bingham Bruce Dunham |
| Affiliation: | (1) Statistics Department, Birkbeck College (University of London), Malet Street, London, WC1E 7HX, U.K;(2) Mathematics Department, University of Nottingham, Nottingham, NG7 2RD, U.K. |
| Abstract: | The problem of estimating diffusion coefficients has been considered extensively in both discrete and continuous time. We consider here an approach based on counting occupation numbers of diffusing particles. The problem, and our approach, are motivated by statistical mechanics. |
| Keywords: | Diffusion coverage process regenerative phenomenon Campbell |
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