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20012022
most citedDiffusion and Relaxation Controlled by Tempered α-stable Processes

98 citations · 244 across the 6 of their papers we have counts for

collaborators

6 papers

cond-mat.stat-mech2022★ 11 cited

Temperature and friction fluctuations inside a harmonic potential

Yann Lanoiselée, Aleksander Stanislavsky, Davide Calebiro +1

In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigat…

q-bio.QM2020★ 73 cited

Classification of particle trajectories in living cells: machine learning versus statistical testing hypothesis for fractional anomalous diffusion

Joanna Janczura, Patrycja Kowalek, Hanna Loch-Olszewska +2

Single-particle tracking (SPT) has become a popular tool to study the intracellular transport of molecules in living cells. Inferring the character of their dynamics is important,…

physics.data-an2017★ 10 cited

From physical linear systems to discrete-time series. A guide for analysis of the sampled experimental data

Jakub Ślęzak, Aleksander Weron

Modelling physical data with linear discrete time series, namely Fractionally Integrated Autoregressive Moving Average (ARFIMA), is a technique which achieved attention in recent y…

cond-mat.stat-mech2011★ 98 cited

Diffusion and Relaxation Controlled by Tempered α-stable Processes

Aleksander Stanislavsky, Karina Weron, Aleksander Weron

We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered α-stable processes. Its most important application is to overcome the…

astro-ph2008★ 52 cited

Statistical Modeling of Solar Flare Activity from Empirical Time Series of Soft X-ray Solar Emission

A. A. Stanislavsky, K. Burnecki, M. Magdziarz +2

A time series of soft X-ray emission observed on 1974-2007 years (GOES) is analyzed. We show that in the periods of high solar activity 1977-1981, 1988-1992, 1999-2003 the energy s…

math.ST2001

Annuities under random rates of interest - revisited

K. Burnecki, A. Marciniuk, A. Weron

In the article we consider accumulated values of annuities-certain with yearly payments with independent random interest rates. We focus on annuities with payments varying in arith…