Struct MixingRate 

pub struct MixingRate {
    pub correlation_decay: Vec<f64>,
    pub decay_rate: f64,
    pub mixing_timescale: f64,
}

Estimates the mixing rate of a dynamical system from the decay of its autocorrelation function.

An exponentially mixing system has autocorrelation C(k) ~ exp(-k/τ); this struct fits that exponential to estimate the mixing time τ.

Fields

correlation_decay: Vec<f64>

Autocorrelation values at successive lags (lag 0 = 1 by convention).

decay_rate: f64

Estimated exponential decay rate γ such that C(k) ≈ exp(-γ k).

mixing_timescale: f64

Estimated mixing time τ = 1/γ (in units of lag).

Implementations

impl MixingRate

pub fn from_autocorr(corr: Vec<f64>) -> Self

Construct from a pre-computed autocorrelation sequence and estimate the exponential decay rate via log-linear regression.

pub fn mixing_time(&self, threshold: f64) -> Option<usize>

Estimate the mixing time as the first lag at which the autocorrelation drops below threshold.

Trait Implementations

impl Clone for MixingRate

fn clone(&self) -> MixingRate

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for MixingRate

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.