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dc.contributor.authorPagnini, G.
dc.contributor.authorMura, A.
dc.contributor.authorMainardi, F.
dc.date.accessioned2017-02-21T08:20:14Z
dc.date.available2017-02-21T08:20:14Z
dc.date.issued2013-12-31
dc.identifier.issn1364-503X
dc.identifier.urihttp://hdl.handle.net/20.500.11824/648
dc.description.abstractTwo-particle dispersion is investigated in the context of anomalous diffusion. Two different modeling approaches related to time subordination are considered and unified in the framework of self-similar stochastic processes. By assuming a single-particle fractional Brownian motion and that the two-particle correlation function decreases in time with a power law, the particle relative separation density is computed for the cases with time subordination directed by a unilateral M-Wright density and by an extremal Lévy stable density. Looking for advisable mathematical properties (for instance, the stationarity of the increments), the corresponding selfsimilar stochastic processes are represented in terms of fractional Brownian motions with stochastic variance, whose profile is modelled by using the M-Wright density or the Lévy stable density.
dc.formatapplication/pdf
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.subjectAnomalous diffusion
dc.subjectFractional Brownian motion
dc.subjectGeneralized grey Brownian motion
dc.subjectLévy stable density
dc.subjectM-Wright function
dc.subjectSelf-similar stochastic processes
dc.titleMultiplicity of singularities is not a bi-Lipschitz invarianten_US
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doi10.1098/rsta.2012.0154
dc.relation.publisherversionhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84875907213&doi=10.1098%2frsta.2012.0154&partnerID=40&md5=fdcfcc1a20a137debfc3cce1190fcd55
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/acceptedVersionen_US
dc.journal.titlePhilosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciencesen_US


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Reconocimiento-NoComercial-CompartirIgual 3.0 España
Except where otherwise noted, this item's license is described as Reconocimiento-NoComercial-CompartirIgual 3.0 España