3 papers
cond-mat.stat-mech2025
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…
cond-mat.stat-mech2024
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…
cond-mat.stat-mech2024
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…