Accurately characterizing the anomalous diffusion of a tracer particle has become a central issue in biophysics. However, measurement errors raise difficulty in the characterization of single… (More)
Anomalous diffusion in crowded fluids, e.g., in cytoplasm of living cells, is a frequent phenomenon. A common tool by which the anomalous diffusion of a single particle can be classified is the… (More)
Single particle tracking is an essential tool in the study of complex systems and biophysics and it is commonly analyzed by the time-averaged mean square displacement (MSD) of the diffusive… (More)
In this paper, we extend a method of estimation of parameters of the fractional autoregressive integrated moving average (FARIMA) process with stable noise to the case of negative memory parameter… (More)
In this paper we present an identification and validation scheme for stable autoregressive fractionally integrated moving average (ARFIMA) time series. The identification part relies on a recently… (More)
Protein and lipid nanodomains are prevalent on the surface of mammalian cells. In particular, it has been recently recognized that ion channels assemble into surface nanoclusters in the soma of… (More)
In this paper, we study ergodic properties of α-stable autoregressive fractionally integrated moving average (ARFIMA) processes which form a large class of anomalous diffusions. A crucial practical… (More)
In this study authors solve the fundamental set of equations of the hydrodynamic theory of lubrication, namely are: the continuity equation, conservation of momentum and conservation of energy for… (More)
Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of P ( sup t∈[0,T ] ( n ∑ i=1 λiBHi(t)− ct ) > u ) , where {BHi(t) : t ≥ 0}, i = 1, . . . , n, are… (More)
Two phenomena that can be discovered in systems with anomalous diffusion are long-range dependence and trapping events. The first effect concerns events that are arbitrarily distant but still… (More)