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ISSN 2542-1905 (Online)

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Smirnov D. A. Revealing nonlinear couplings between stochastic oscillators from time series. Izvestiya VUZ. Applied Nonlinear Dynamics, 2010, vol. 18, iss. 2, pp. 16-38. DOI: 10.18500/0869-6632-2010-18-2-16-38

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Revealing nonlinear couplings between stochastic oscillators from time series

Smirnov Dmitrij Alekseevich, Saratov Branch of Kotel`nikov Institute of Radiophysics and Electronics of Russian Academy of Sciences

The problem of detection and quantitative characterization of nonlinear directional couplings between stochastic oscillators is considered. Coupling characteristics and a technique for their estimation from time series are suggested. An analytic expression for a statistical significance level of the conclusion about coupling presence is derived that allows a reliable inference from relatively short signals. Performance of the approach is demonstrated in numerical experiments with diverse individual properties of oscillators and different kinds of coupling functions.

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