Pitera, Marcin; Chechkin, Aleksei; Wyłomańska, Agnieszka Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics. (English) Zbl 1490.62067 Stat. Methods Appl. 31, No. 2, 387-424 (2022); correction ibid. 31, No. 2, 425 (2022). MSC: 62F03 60E07 62P35 PDFBibTeX XMLCite \textit{M. Pitera} et al., Stat. Methods Appl. 31, No. 2, 387--424 (2022; Zbl 1490.62067) Full Text: DOI
Guggenberger, Tobias; Chechkin, Aleksei; Metzler, Ralf Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions. (English) Zbl 1519.60116 J. Phys. A, Math. Theor. 54, No. 29, Article ID 29LT01, 17 p. (2021). MSC: 60K50 82C31 60G22 PDFBibTeX XMLCite \textit{T. Guggenberger} et al., J. Phys. A, Math. Theor. 54, No. 29, Article ID 29LT01, 17 p. (2021; Zbl 1519.60116) Full Text: DOI arXiv
Wang, Wei; Cherstvy, Andrey G.; Chechkin, Aleksei V.; Thapa, Samudrajit; Seno, Flavio; Liu, Xianbin; Metzler, Ralf Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time. (English) Zbl 1519.82101 J. Phys. A, Math. Theor. 53, No. 47, Article ID 474001, 34 p. (2020). MSC: 82C31 60G22 60K50 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Phys. A, Math. Theor. 53, No. 47, Article ID 474001, 34 p. (2020; Zbl 1519.82101) Full Text: DOI
Padash, Amin; Chechkin, Aleksei V.; Dybiec, Bartłomiej; Magdziarz, Marcin; Shokri, Babak; Metzler, Ralf First passage time moments of asymmetric Lévy flights. (English) Zbl 1519.60049 J. Phys. A, Math. Theor. 53, No. 27, Article ID 275002, 43 p. (2020). MSC: 60G65 60G51 PDFBibTeX XMLCite \textit{A. Padash} et al., J. Phys. A, Math. Theor. 53, No. 27, Article ID 275002, 43 p. (2020; Zbl 1519.60049) Full Text: DOI arXiv
Padash, Amin; Chechkin, Aleksei V.; Dybiec, Bartlomiej; Pavlyukevich, Ilya; Shokri, Babak; Metzler, Ralf First-passage properties of asymmetric Lévy flights. (English) Zbl 1509.60106 J. Phys. A, Math. Theor. 52, No. 45, Article ID 454004, 48 p. (2019). MSC: 60G51 PDFBibTeX XMLCite \textit{A. Padash} et al., J. Phys. A, Math. Theor. 52, No. 45, Article ID 454004, 48 p. (2019; Zbl 1509.60106) Full Text: DOI arXiv
Wyłomańska, Agnieszka; Chechkin, Aleksei; Gajda, Janusz; Sokolov, Igor M. Codifference as a practical tool to measure interdependence. (English) Zbl 1395.62286 Physica A 421, 412-429 (2015). MSC: 62M15 PDFBibTeX XMLCite \textit{A. Wyłomańska} et al., Physica A 421, 412--429 (2015; Zbl 1395.62286) Full Text: DOI arXiv
Metzler, Ralf; Chechkin, Aleksei V.; Gonchar, Vsevolod Yu.; Klafter, Joseph Some fundamental aspects of Lévy flights. (English) Zbl 1142.82341 Chaos Solitons Fractals 34, No. 1, 129-142 (2007). MSC: 82B41 60E05 PDFBibTeX XMLCite \textit{R. Metzler} et al., Chaos Solitons Fractals 34, No. 1, 129--142 (2007; Zbl 1142.82341) Full Text: DOI
Greenenko, A. A.; Chechkin, A. V.; Shul’ga, N. F. Anomalous diffusion and Lévy flights in channeling. (English) Zbl 1123.82346 Phys. Lett., A 324, No. 1, 82-85 (2004). MSC: 82C31 82D25 PDFBibTeX XMLCite \textit{A. A. Greenenko} et al., Phys. Lett., A 324, No. 1, 82--85 (2004; Zbl 1123.82346) Full Text: DOI
Chechkin, A. V.; Gonchar, V. Yu. Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations. (English) Zbl 0991.60036 Chaos Solitons Fractals 11, No. 14, 2379-2390 (2000). Reviewer: Uwe Franz (Greifswald) MSC: 60G52 60G10 60K99 PDFBibTeX XMLCite \textit{A. V. Chechkin} and \textit{V. Yu. Gonchar}, Chaos Solitons Fractals 11, No. 14, 2379--2390 (2000; Zbl 0991.60036) Full Text: DOI