Random walk is a fundamental concept with applications ranging from quantum physics to
econometrics. Remarkably, one specific model of random walks appears to be ubiquitous …

Fractional kinetic equations of the diffusion, diffusion–advection, and Fokker–Planck type
are presented as a useful approach for the description of transport dynamics in complex …

The subject of this paper is the evolution of Brownian particles in disordered environments.
The “Ariadne's clew” we follow is understanding of the general statistical mechanisms which …

We develop a method for the multifractal characterization of nonstationary time series, which
is based on a generalization of the detrended fluctuation analysis (DFA). We relate our …

In this standard reference of the field, theoretical and experimental approaches to flow,
hydrodynamic dispersion, and miscible displacements in porous media and fractured rock …

Fast, accurate algorithm for numerical simulation of Levy stable stochastic processes Page 1
PHYSICAL REVIEW Evolume 49, NUMBER 5 MAY 1994 Fast, accurate algorithm for …

Chaotic dynamics can be considered as a physical phenomenon that bridges the regular
evolution of systems with the random one. These two alternative states of physical …

We examine the detrended fluctuation analysis (DFA), which is a well-established method
for the detection of long-range correlations in time series. We show that deviations from …