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cond-mat.stat-mech2025
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…
cond-mat.stat-mech2023
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…
cond-mat.stat-mech2019
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…