activity
20112026
most citedFirst passage behaviour of fractional Brownian motion in two-dimensional wedge domains

43 citations · 65 across the 10 of their papers we have counts for

collaborators

10 papers

cond-mat.stat-mech2026

Poisson-shot-noise hybrid machines: efficiency and quasistatic divergence

Rita Majumdar, Costantino Di Bello, Ralf Metzler +2

We study stochastic models of a microscopic active heat engine, comprised of an overdamped Brownian particle trapped in a harmonic potential, and in simultaneous contact with therm…

cond-mat.stat-mech2026

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…

cond-mat.stat-mech2025

An Extended Model of Non-Integer-Dimensional Space for Anisotropic Solids with q-Deformed Derivatives

José Weberszpil, Ralf Metzler

We propose a non-integer-dimensional spatial model for anisotropic solids by incorporating a q-deformed derivative operator, inspired by the Tsallis nonadditive entropy framework.…

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-mech2025★ 3 cited

Fractional Brownian motion with mean-density interaction: a myopic self-avoiding fractional stochastic process

Jonathan House, Rashad Bakhshizada, Skirmantas Janušonis +2

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigat…

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…

cond-mat.stat-mech2023★ 19 cited

Brownian particle in a Poisson-shot-noise active bath: exact statistics, effective temperature, and inference

Costantino Di Bello, Rita Majumdar, Rahul Marathe +2

We study the dynamics of an overdamped Brownian particle in a thermal bath that contains a dilute solution of active particles. The particle moves in a harmonic potential and exper…

cond-mat.stat-mech2013

Numerical approach to unbiased and driven generalized elastic model

Mohsen Ghasemi Nezhadhaghighi, Aleksei V. Chechkin, Ralf Metzler

From scaling arguments and numerical simulations, we investigate the properties of the generalized elastic model (GEM), that is used to describe various physical systems such as po…

cond-mat.stat-mech2011★ 43 cited

First passage behaviour of fractional Brownian motion in two-dimensional wedge domains

J. -H. Jeon, A. V. Chechkin, R. Metzler

We study the survival probability and the corresponding first passage time density of fractional Brownian motion confined to a two-dimensional open wedge domain with absorbing boun…