69 citations · 134 across the 6 of their papers we have counts for
3 papers · 1 filter
First passage time moments of asymmetric Lévy flights
Amin Padash, Aleksei V. Chechkin, Bartłomiej Dybiec +3
We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we…
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…
Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion
Jakub Ślęzak, Ralf Metzler, Marcin Magdziarz
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian…