1 citations · 1 across the 4 of their papers we have counts for
4 papers
Switching diffusivity selects Pareto tail exponent in random growth with redistribution
Maxence Arutkin, Alexandre Vallée
Random multiplicative growth with redistribution generates stationary Pareto wealth tails in the Bouchaud-Mézard model, but assumes a fixed multiplicative noise intensity. This is…
Diffusion with doubly stochastic resetting
Maxence Arutkin, Shlomi Reuveni
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended her…
Doubly stochastic continuous time random walk
Maxence Arutkin, Shlomi Reuveni
Since its introduction, some sixty years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regula…
Extreme Events for Fractional Brownian Motion with Drift: Theory and Numerical Validation
Maxence Arutkin, Benjamin Walter, Kay Joerg Wiese
We study the first-passage time, the distribution of the maximum, and the absorption probability of fractional Brownian motion of Hurst parameter with both a linear and a non-l…