Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited

  • N.H. Bingham
  • Bruce Dunham


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.

Diffusion coverage process regenerative phenomenon Campbell‘s theorem infinite server queue Einstein-Smoluchowski process Avogadro‘s number 


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Copyright information

© The Institute of Statistical Mathematics 1997

Authors and Affiliations

  • N.H. Bingham
    • 1
  • Bruce Dunham
    • 2
  1. 1.Statistics DepartmentBirkbeck College (University of London)LondonU.K
  2. 2.Mathematics DepartmentUniversity of NottinghamNottinghamU.K.

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