50 citations · 82 across the 2 of their papers we have counts for
2 papers
cond-mat.stat-mech2022★ 50 cited
Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions
Michał Balcerek, Krzysztof Burnecki, Samudrajit Thapa +2
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion be…
stat.ME2022★ 32 cited
Bayesian inference of scaled versus fractional Brownian motion
Samudrajit Thapa, Seongyu Park, Yeongjin Kim +3
We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined infe…