7 papers · 1 filter
Genuine and spurious (non-)ergodicity in single particle tracking
Wei Wang, Qing Wei, Igor M. Sokolov +2
In single-particle tracking experiments measuring anomalous diffusion dynamics, understanding ergodicity is crucial, as it ensures that the time average of an observable matches th…
The diffusion equation for non-Markovian Gaussian stochastic processes
Alessandro Taloni, Gianni Pagnini, Aleksei Chechkin
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity…
Different behaviors of diffusing diffusivity dynamics based on three different definitions of fractional Brownian motion
Wei Wang, Aleksei V. Chechkin, Ralf Metzler
The effects of a "diffusing diffusivity" (DD), a stochastically time-varying diffusion coefficient, are explored within the frameworks of three different forms of fractional Browni…
Multifractional Brownian motion with telegraphic, stochastically varying exponent
MichaÅ Balcerek, Samudrajit Thapa, Krzysztof Burnecki +4
The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present…
Partial versus total resetting for Lévy flights in d dimensions: similarities and discrepancies
Costantino Di Bello, Aleksei Chechkin, Tomasz Grzywny +3
While stochastic resetting (or total resetting) is less young and more established concept in stochastic processes, partial stochastic resetting (PSR) is a relatively new field. PS…
Paradoxical non-Gaussian behavior in fractional Laplace motion with drift
Wei Wang, Yingjie Liang, Aleksei V. Chechkin +1
We study fractional Laplace motion (FLM) obtained from subordination of fractional Brownian motion to a gamma process, in the presence of an external drift that acts on the composi…