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