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Showing 2019 · cond-mat.stat-mechShow all
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cond-mat.stat-mech2019★ 37 cited
Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems
Jakub Ślęzak, Krzysztof Burnecki, Ralf Metzler
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance,…
cond-mat.stat-mech2019★ 31 cited
Codifference can detect ergodicity breaking and non-Gaussianity
Jakub Slezak, Ralf Metzler, Marcin Magdziarz
We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of…