Statistical analysis of superstatistical fractional Brownian motion and applications
Authors:
A. Mackala, M. Magdziarz
Academic press:
PHYSICAL REVIEW E (rok: 2019, tom: 99, strony: 12143), Wydawca: AMER PHYSICAL SOC
An efficient algorithm for extracting the magnitude of the measurement error for fractional dynamics
Authors:
G.Sikora, E.Kepten, A.Weron, M.Balcerek, K.Burnecki
Academic press:
Physical Chemistry Chemical Physics (rok: 2017, tom: 19, strony: 26566-26581), Wydawca: Royal Society of Chemistry
Anomalous diffusion approach to non-exponential relaxation in complex physical systems
Authors:
Aleksander Stanislavsky, Karina Weron, Aleksander Weron
Academic press:
Communications in Nonlinear Science and Numerical Simulation (rok: 2015, tom: 24, strony: 117-126), Wydawca: Elsevier
Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
Authors:
Marcin Magdziarz, Janusz Gajda, Tomasz Żórawik
Academic press:
Journal of Statistical Physics (rok: 2014, tom: 154, strony: 1241-1250), Wydawca: Springer
Discriminating between light- and heavy-tailed distributions with limit theorem
Authors:
Krzysztof Burnecki, Agnieszka Wylomanska, Aleksei Chechkin
Academic press:
PLoS ONE (rok: 2015, tom: 10(12), strony: e0145604), Wydawca: PUBLIC LIBRARY SCIENCE
Inverse Gaussian and its inverse process as the subordinators of fractional Brownian motion
Authors:
A. Wyłomańska, A. Kumar, R. Połoczański, P. Vellaisamy
Academic press:
Physical Review E (rok: 2016, tom: 94, strony: 42128), Wydawca: AIP
Identifying diffusive motions in single-particle trajectories on the plasma membrane via fractional time series models
Authors:
Krzysztof Burnecki, Grzegorz Sikora, Aleksander Weron, Michael Tamkun, Diego Krapf
Academic press:
Physical Review E (rok: 2019, tom: 99, strony: 12101), Wydawca: AMER PHYSICAL SOC
Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling
Authors:
Krzysztof Burnecki, Aleksander Weron
Academic press:
Journal of Statistical Mechanics: Theory and Experiment (rok: 2014, tom: 10, strony: P10036(1)-P10036(26)), Wydawca: International School for Advanced Studies and IOP Publishing
Anomalous diffusion with transient subordinators: A link to compound relaxation laws
Authors:
Aleksander Stanislavsky, Karina Weron, Aleksander Weron
Academic press:
THE JOURNAL OF CHEMICAL PHYSICS (rok: 2014, tom: 140, strony: 054113 1-7), Wydawca: AIP Publishing
Asymptotic behaviour of time averages for non-ergodic Gaussian processes
Academic press:
Annals of Physics (rok: 2017, tom: 383, strony: 285-311), Wydawca: Elsevier
Ergodicity testing for anomalous diffusion: Small sample statistics
Authors:
Joanna Janczura, Aleksander Weron
Academic press:
The Journal of Chemical Physics (rok: 2015, tom: 142, strony: 144103), Wydawca: AIP
Fractional diffusion equation with distributed-order material derivative. Stochastic foundations
Authors:
M.Magdziarz, M.Teuerle
Academic press:
Journal of Physics A: Mathematical and Theoretical (rok: 2017, tom: 50, strony: 184005), Wydawca: IOP Publishing
Lamperti transformation - cure for ergodicity breaking
Authors:
M. Magdziarz, T. Zorawik
Academic press:
Communications in Nonlinear Science and Numerical Simulation (rok: 2019, tom: 71, strony: 202–211), Wydawca: ELSEVIER SCIENCE
Method of calculating densities for isotropic ballistic Lévy walks
Authors:
Marcin Magdziarz, Tomasz Zorawik
Academic press:
Communications in Nonlinear Science and Numerical Simulation (rok: 2017, tom: 48, strony: 462-473), Wydawca: ELSEVIER SCIENCE
Stable Levy process delayed by tempered stable subordinator
Authors:
J. Gajda, A. Kumar, A. Wyłomańska
Academic press:
Statistics and Probability Letters (rok: 2019, tom: 145, strony: 284–292), Wydawca: ELSEVIER SCIENCE
Aging ballistic Levy walks
Authors:
M. Magdziarz, T. Zorawik
Academic press:
Physical Review E (rok: 2017, tom: 95, strony: 22126), Wydawca: AMER PHYSICAL SOC
Asymptotic properties and numerical simulation of multidimensional Levy walks
Authors:
Marcin Magdziarz, Marek Teuerle
Academic press:
Communications in Nonlinear Science and Numerical Simulation (rok: 2015, tom: 20, strony: 489-505), Wydawca: Elsevier
Densities of scaling limits of coupled continuous time random walks
Authors:
Marcin Magdziarz, Tomasz Zorawik
Academic press:
Fractional Calculus and Applied Analysis (rok: 2016, tom: 19, strony: 1488-1506), Wydawca: degruyter
Identifying ergodicity breaking for fractional anomalous diffusion: Criteria for minimal trajectory length
Authors:
Hanna Loch-Olszewska, Grzegorz Sikora, Joanna Janczura, Aleksander Weron
Academic press:
PHYSICAL REVIEW E (rok: 2016, tom: 94, strony: 52136), Wydawca: AIP
Large deviations for subordinated Brownian motion and applications
Authors:
Janusz Gajda, Marcin Magdziarz
Academic press:
Statistics & Probability Letters (rok: 2014, tom: 88, strony: 149–156), Wydawca: Elsevier
Stochastic representation of fractional subdiffusion equation. The case of infinitely divisible waiting times and space-time-dependent coefficients
Authors:
Marcin Magdziarz, Tomasz Żórawik
Academic press:
Proceedings of the American Mathematical Society (rok: 2016, tom: 144, strony: 1767-1778), Wydawca: American Mathematical Society
Scaling limits for Levy walks with rests
Academic press:
Journal of Applied Probability , Wydawca: CAMBRIDGE UNIV PRESS
A fractional Fokker-Planck control framework for subdiffusion processes
Authors:
M. Annunziato, A. Borzi, M. Magdziarz, A. Weron
Academic press:
OPTIMAL CONTROL APPLICATIONS AND METHODS (rok: 2016, tom: 37, strony: 290–304), Wydawca: John Wiley & Sons, Ltd.
Codifference as a practical tool to measure interdependence
Authors:
Agnieszka Wyłomańska, Aleksei Chechkin, Janusz Gajda, Igor M. Sokolov
Academic press:
Physica A (rok: 2015, tom: 421, strony: 412-429), Wydawca: Elsevier
Detection of epsilon-ergodicity breaking in experimental data - a study of the dynamical functional sensibility
Authors:
Hanna Loch-Olszewska, Janusz Szwabiński
Academic press:
Journal of Chemical Physics (rok: 2018, tom: 148, strony: 204105), Wydawca: AIP
Ergodicity breaking on the neuronal surface emerges from random switching between diffusive states
Authors:
A.Weron, K.Burnecki, E.J.Akin, L.Sole, M.Balcerek, M.M.Tamkun, D.Krapf
Academic press:
Scientific Reports (rok: 2017, tom: 7, strony: 45301), Wydawca: Nature Publishing Group
Explicit densities of multidimensional ballistic Levy walks
Authors:
Marcin Magdziarz, Tomasz Zorawik
Academic press:
Physical Review E (rok: 2016, tom: 94, strony: 22130), Wydawca: AIP
From physical linear systems to discrete-time series. A guide for analysis of the sampled experimental data
Authors:
Jakub Ślęzak, Aleksander Weron
Academic press:
Physical Review E (rok: 2015, tom: 91, strony: 53302), Wydawca: APS
Guidelines for the fitting of anomalous diffusion mean square displacement graphs from single particle tracking experiments
Authors:
Eldad Kepten, Aleksander Weron, Grzegorz Sikora, Krzysztof Burnecki, Yuval Garini
Academic press:
PLOS ONE (rok: 2015, tom: 2, strony: 45301), Wydawca: Public Library of Science
Modelling of water usage by means of ARFIMA-GARCH processes
Authors:
Janusz Gajda, Grzegorz Bartnicki, Krzysztof Burnecki
Academic press:
Physica A (rok: 2018, tom: 512, strony: 644–657), Wydawca: ELSEVIER SCIENCE
Moving average process underlying the holographic-optical-tweezers experiments
Authors:
Jakub Ślęzak, Sławomir Drobczyński, Karina Weron, Jan Masajada
Academic press:
Applied Optics (rok: 2014, tom: 53, strony: B254-B258), Wydawca: Optical Society of America
Rotational invariance of stochastic processes with application to fractional dynamics
Authors:
J. Ślęzak, M. Magdziarz
Academic press:
Journal of Statistical Mechanics-Theory and Experiment (rok: 2014, tom: 10, strony: P10028(1)-P10028(24)), Wydawca: IOP Publishing LTD
Solar X-ray variability in terms of a fractional heteroskedastic time series model
Authors:
A.A.Stanislavsky, K.Burnecki, J.Janczura, K.Niczyj, A.Weron
Academic press:
MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY (rok: 2019, tom: 485, strony: 3970–3980), Wydawca: OXFORD UNIV PRESS
Time-changed Ornstein-Uhlenbeck process
Authors:
Janusz Gajda, Agnieszka Wyłomańska
Academic press:
Journal of Physics A: Mathematical and Theoretical (rok: 2015, tom: 48, strony: 135004), Wydawca: IOP SCIENCE
Ergodicity testing using an analytical formula for a dynamical functional of alpha-stable autoregressive fractionally integrated moving average processes
Authors:
Hanna Loch, Joanna Janczura, Aleksander Weron
Academic press:
PHYSICAL REVIEW E (rok: 2016, tom: 93, strony: 43317), Wydawca: APS
Estimating the anomalous diffusion exponent for single particle tracking data with measurement errors - An alternative approach
Authors:
Krzysztof Burnecki, Eldad Kepten, Yuval Garini, Grzegorz Sikora, Aleksander Weron
Academic press:
Scientific Reports (rok: 2015, tom: 5, strony: 11306), Wydawca: NATURE PUBLISHING GROUP
Fractional Brownian motion time-changed by gamma and inverse gamma process
Authors:
A. Kumar, A. Wyłomańska, R. Połoczański, S. Sundar
Academic press:
Physica A (rok: 2017, tom: 468, strony: 648-667), Wydawca: ELSEVIER SCIENCE
Fractional Brownian motions: memory, diffusion velocity, and correlation functions
Academic press:
J. Phys. A: Math. Theor. (rok: 2017, tom: 50, strony: 54002), Wydawca: IOP PUBLISHING LTD
Identification and validation of stable ARFIMA processes with application to UMTS data
Authors:
Krzysztof Burnecki, Grzegorz Sikora
Academic press:
Chaos, Solitons and Fractals (rok: 2017, tom: 102, strony: 456-466), Wydawca: Elsevier
Mean-squared-displacement statistical test for fractional Brownian motion
Authors:
Grzegorz Sikora, Krzysztof Burnecki, Agnieszka Wyłomanska
Academic press:
Physical Review E (rok: 2017, tom: 95, strony: 32110), Wydawca: AIP
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots
Authors:
Titiwat Sungkaworn, Marie-Lise Jobin, Krzysztof Burnecki, Aleksander Weron, Martin J. Lohse, Davide Calebiro
Academic press:
Nature (rok: 2017, tom: 550, strony: 543-547), Wydawca: Nature Publishing Group
Statistical properties of the anomalous scaling exponent estimator based on time-averaged mean-square displacement
Authors:
G.Sikora, M. Teuerle, A. Wyłomańska, D. Grebenkov
Academic press:
Physical Review E (rok: 2017, tom: 96, strony: 22132), Wydawca: American Physical Society
Statistical test for fractional Brownian motion based on detrending moving average algorithm
Academic press:
Chaos Solitons & Fractals (rok: 2018, tom: 116, strony: 54–62), Wydawca: PERGAMON-ELSEVIER SCIENCE
Time-series methods in analysis of the optical tweezers recordings
Authors:
Sławomir Drobczynski, Jakub Ślęzak
Academic press:
Applied Optics (rok: 2015, tom: 54, strony: 7106-7114), Wydawca: OSA Publishing
Uniform Contraction-Expansion Description of Relative Centromere and Telomere Motion
Authors:
Eldad Kepten, Aleksander Weron, Irena Bronstein, Krzysztof Burnecki, Yuval Garini
Academic press:
Biophysical Journal (rok: 2015, tom: 109, strony: 1454-1462), Wydawca: CELL PRESS