Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion

Abstract

Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in general have been addressed in Statistical Physics. In particular, there now exist a very large range of applications of stochastic processes in various disciplines. Here, we highlight some of the advances in stochastic processes prompted by novel experimental methods such as superresolution microscopy. Here we provide a summary of some of the recent developments highlighting both the experimental findings and theoretical frameworks.

arXiv comment19 pages, 3 figures, StatPhys27 special issue

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