14 citations · 18 across the 5 of their papers we have counts for
5 papers
Scaling limits of Lévy walks with random velocities
Hubert Woszczek, Marek A. Teuerle, Agnieszka Wyłomańska
This paper investigates Lévy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depe…
Cyclic fractional Gaussian noise: time and frequency domain properties
Hubert Woszczek, Agnieszka Wylomanska
This article introduces cyclic fractional Gaussian noise (cfGn), a stochastic model that integrates second-order cyclostationarity with long-range dependence property. While classi…
Multifractional Brownian motion with telegraphic, stochastically varying exponent
Michał Balcerek, Samudrajit Thapa, Krzysztof Burnecki +4
The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present…
Evaluating Gaussianity of heterogeneous fractional Brownian motion
Michał Balcerek, Adrian Pacheco-Pozo, Agnieszka Wyłomańska +1
Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These…
Super-resolved anomalous diffusion: deciphering the joint distribution of anomalous exponent and diffusion coefficient
Yann Lanoiselée, Gianni Pagnini, Agnieszka Wyłomańska
The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement . Motivated by experiments reporting pop…