115 citations · 602 across the 20 of their papers we have counts for
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Non-spectral modes and how to find them in the Ornstein-Uhlenbeck process with white μ-stable noise
F. Thiel, I. M. Sokolov, E. B. Postnikov
We consider the Ornstein-Uhlenbeck process with a broad initial probability distribution (Levy distribution), which exhibits so-called non-spectral modes. The relaxation of such mo…
Weak ergodicity breaking in an anomalous diffusion process of mixed origins
Felix Thiel, Igor M. Sokolov
The ergodicity breaking parameter is a measure for the heterogeneity among different trajectories of one ensemble. In this report this parameter is calculated for fractional Browni…
Scaled Brownian motion as a mean field model for continuous time random walks
Felix Thiel, Igor M. Sokolov
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient (Batchelor's…
Disentangling sources of anomalous diffusion
Felix Thiel, Franziska Flegel, Igor M. Sokolov
We show that some important properties of subbdiffusion of unknown origin (including those of mixed origin) can be easily assessed when findeng the "fundamental moment" of the corr…