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Superstatistical analysis and modelling of heterogeneous random walks

Stochastic time series are ubiquitous in nature. In particular, random walks with time-varying statistical properties are found in many scientific disciplines. Here we present a superstatistical approach to analyse and model such heterogeneous random walks. The time-dependent statistical parameters...

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Detalhes bibliográficos
Publicado no:Nat Commun
Main Authors: Metzner, Claus, Mark, Christoph, Steinwachs, Julian, Lautscham, Lena, Stadler, Franz, Fabry, Ben
Formato: Artigo
Idioma:Inglês
Publicado em: Nature Pub. Group 2015
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4491834/
https://ncbi.nlm.nih.gov/pubmed/26108639
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/ncomms8516
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