From phenomenological modelling of anomalous diffusion through continuous-time random walks and fractional calculus to correlation analysis of complex systems

This document contains more than one topic, but they are all connected in ei- ther physical analogy, analytic/numerical resemblance or because one is a building block of another. The topics are anomalous diffusion, modelling of stylised facts based on an empirical random walker diffusion model...

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Bibliographic Details
Main Author: Fulger, Daniel
Contributors: Germano, Guido (Prof. Dr.) (Thesis advisor)
Format: Doctoral Thesis
Published: Philipps-Universität Marburg 2009
Online Access:PDF Full Text
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