Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10481799 | Physica A: Statistical Mechanics and its Applications | 2012 | 12 Pages |
Abstract
⺠The subordinated arithmetic Brownian motion with tempered stable and inverse tempered stable subordinators is examined. ⺠We compare the main statistical properties of considered systems. ⺠We propose the parameter's estimation procedures. ⺠We analyze the ensemble averaged MSD as a tool of recognition between subdiffusive and diffusive models. ⺠We examine real environmental data by using the considered processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Agnieszka WyÅomaÅska,