Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy...

The results of W. Feller characterizing domains of attraction in in terms of regular variation are extended to the multivariable case.

We develop the basic tools of fractional vector calculus including a fractional derivative version of the gradient, divergence, and curl, and a fractional divergence theorem and Stokes theorem. These basic tools are then applied to provide a physical explanation for the fractional...

Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion.

A fractional normal inverse Gaussian (FNIG) process is a fractional Brownian motion subordinated to an inverse Gaussian process. This paper shows how the FNIG process emerges naturally as the limit of a random walk with correlated jumps separated by i.i.d. waiting times. Similarly, we show that...

Periodic ARMA, or PARMA, time series are used to model periodically stationary time series. In this paper we develop the innovations algorithm for periodically stationary processes. We then show how the algorithm can be used to obtain parameter estimates for the PARMA model. These estimates are...

Self-similar processes are useful models for natural systems that exhibit scaling. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulation. A simulation method is developed for operator scaling Lévy processes, based...

Let X= X(t),t[set membership, variant]R+ be an operator stable Lévy process in Rd with exponent B, where B is an invertible linear operator on Rd. We determine the Hausdorff dimension and the packing dimension of the range X([0,1]) in terms of the real parts of the eigenvalues of B.

Stable laws can be tempered by modifying the Lévy measure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and infinite divisibility. This paper develops random walk models that converge to a tempered stable law under a...

We study instantaneous, mixing-driven, bimolecular equilibrium reactions in a system where transport is governed by a multidimensional space fractional dispersion equation. The superdiffusive, nonlocal nature of the system causes the location and magnitude of reactions that take place to change...