4 papers
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…
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…
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…
Fractional Langevin equation far from equilibrium: Riemann-Liouville fractional Brownian motion, spurious nonergodicity and aging
Qing Wei, Wei Wang, Yifa Tang +2
We consider the fractional Langevin equation far from equilibrium (FLEFE) to describe stochastic dynamics which do not obey the fluctuation-dissipation theorem, unlike the conventi…