3 papers
physics.comp-ph2018
A Universal Algorithm for Continuous Time Random Walks Limit Distributions
Gurtek Gill, Peter Straka
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Alt…
math.ST2018
Statistical Inference for inter-arrival times of extreme events in bursty time series
Katharina Hees, Smarak Nayak, Peter Straka
In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The…
cond-mat.stat-mech2017
Variable Order Fractional Fokker-Planck Equations derived from Continuous Time Random Walks
Peter Straka
Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent varies in space. This type of situation occurs e.g. in b…