Summary
the 2014 International Symposium on Nonlinear Theory and its Applications
2014
Session Number:B2L-B
Session:
Number:B2L-B1
Generating and detecting anomalous diffusion
Georg A. Gottwald,
pp.312-312
Publication Date:2014/9/14
Online ISSN:2188-5079
Summary:
We will present an entirely deterministic method to generate α-stable processes such as Levy flights. We then present a novel method to analyze anomalous diffusion for time series with non-vanishingmean without the need to subtract the mean. This is joint work with Ian Melbourne.