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20202026
most citedFractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions

50 citations · 119 across the 14 of their papers we have counts for

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8 papers · 1 filter

cond-mat.stat-mech2026

Turning angle analysis reveals hidden anisotropies in intracellular transport

Michał Balcerek, Adrian Pacheco-Pozo, Agnieszka Wyłomańska +1

Molecular motion within living cells provides a window into the physical principles underlying intracellular organization and transport. Yet a fundamental limitation remains: measu…

cond-mat.stat-mech2025★ 14 cited

Multifractional Brownian motion with telegraphic, stochastically varying exponent

Michał 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…

cond-mat.stat-mech2025★ 1 cited

Evaluating Gaussianity of heterogeneous fractional Brownian motion

Michał Balcerek, Adrian Pacheco-Pozo, Agnieszka Wyłomańska +1

Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These…

cond-mat.stat-mech2024★ 3 cited

Two-dimensional Brownian motion with dependent components: turning angle analysis

Michał Balcerek, Adrian Pacheco-Pozo, Agnieszka Wyłomanska +2

Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with m…

cond-mat.stat-mech2024

Langevin equation in heterogeneous landscapes: how to choose the interpretation

Adrian Pacheco-Pozo, Michał Balcerek, Agnieszka Wyłomańska +3

The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates w…

cond-mat.stat-mech2023★ 30 cited

Modelling intermittent anomalous diffusion with switching fractional Brownian motion

Michał Balcerek, Agnieszka Wyłomańska, Krzysztof Burnecki +2

The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In ad…

cond-mat.stat-mech2023★ 2 cited

Memory-multi-fractional Brownian motion with continuous correlations

Wei Wang, Michal Balcerek, Krzysztof Burnecki +6

We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-depe…

cond-mat.stat-mech2022★ 50 cited

Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions

Michał Balcerek, Krzysztof Burnecki, Samudrajit Thapa +2

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion be…