443 citations · 4.1k across the 95 of their papers we have counts for
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cond-mat.stat-mech2015★ 76 cited
Quantifying the non-ergodicity of scaled Brownian motion
Hadiseh Safdari, Andrey G. Cherstvy, Aleksei V. Chechkin +3
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form . We compute…
physics.data-an2015★ 5 cited
Robust linear regression with broad distributions of errors
Eugene B. Postnikov, Igor M. Sokolov
We consider the problem of linear fitting of noisy data in the case of broad (say -stable) distributions of random impacts ("noise"), which can lack even the first moment. This…