Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time
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Publication:5871979
DOI10.1088/1751-8121/ABA467OpenAlexW3041928797MaRDI QIDQ5871979FDOQ5871979
Wei Wang, Ralf Metzler, Aleksei V. Chechkin, Flavio Seno, Xianbin Liu, Samudrajit Thapa, Andrey G. Cherstvy
Publication date: 26 January 2023
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1751-8121/aba467
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Cites Work
- Fractional Brownian Motions, Fractional Noises and Applications
- The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Random Walks on Lattices. II
- Superstatistics
- Tempered fractional Brownian motion
- Aging and nonergodicity beyond the Khinchin theorem
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- Superstatistical Brownian motion
- Quantifying the non-ergodicity of scaled Brownian motion
- A model of non-Gaussian diffusion in heterogeneous media
- Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion
- Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity
- First passage statistics for diffusing diffusivity
- Non-Gaussian diffusion of mixed origins
Cited In (25)
- Collective topological active particles: non-ergodic superdiffusion and ageing in complex environments
- Minimal model of diffusion with time changing Hurst exponent
- Landscapes of random diffusivity processes in harmonic potential
- Anomalous non-Gaussian diffusion of scaled Brownian motion in a quenched disorder environment
- Regular and anomalous diffusion. I: Foundations
- Beta Brownian motion
- Classification of anomalous diffusion in animal movement data using power spectral analysis
- Fractional Brownian motion as a rough surface
- Random diffusivity models for scaled Brownian motion
- On the correlation between kappa and Lévy stable distributions
- Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
- Preface: characterisation of physical processes from anomalous diffusion data
- Integrable fractional modified Korteweg–deVries, sine-Gordon, and sinh-Gordon equations
- Ergodic properties of fractional Langevin motion with spatial correlated noise
- NMR signals within the generalized Langevin model for fractional Brownian motion
- Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion
- Approximate waiting times for queuing systems with variable cross-correlated arrival rates
- Spectral design of anomalous diffusion
- Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model
- Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
- Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity
- Generalized fractional Gaussian noise and its application to traffic modeling
- Itô-distribution from Gibbs measure and a comparison with experiment
- Fractional integrable and related discrete nonlinear Schrödinger equations
- Lévy-walk-like Langevin dynamics with random parameters
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