Renormalization group approach to connect discrete- and continuous-time descriptions of Gaussian processes.

@article{Ferretti2021RenormalizationGA,
  title={Renormalization group approach to connect discrete- and continuous-time descriptions of Gaussian processes.},
  author={Federica Ferretti and Victor Chard{\`e}s and Thierry Mora and Aleksandra M. Walczak and Irene Giardina},
  journal={Physical review. E},
  year={2021},
  volume={105 4-1},
  pages={
          044133
        }
}
Discretization of continuous stochastic processes is needed to numerically simulate them or to infer models from experimental time series. However, depending on the nature of the process, the same discretization scheme may perform very differently for the two tasks, if it is not accurate enough. Exact discretizations, which work equally well at any scale, are characterized by the property of invariance under coarse-graining. Motivated by this observation, we build an explicit renormalization… 

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