Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions

DOI10.1088/1751-8121/AC019BOpenAlexW3162437257MaRDI QIDQ5874036FDOQ5874036

Tobias Guggenberger, Ralf Metzler, Aleksei V. Chechkin

Publication date: 10 February 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.08919

zbMATH Keywords

Boltzmann distributionanomalous diffusionnon-Gaussian distribution

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• The Fokker-Planck equation. Methods of solution and applications.
• Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
• Long memory in continuous-time stochastic volatility models
• Nonequilibrium statistical mechanics
• Mittag-Leffler Functions, Related Topics and Applications
• A predictor-corrector approach for the numerical solution of fractional differential equations
• Stochastic modeling in nanoscale biophysics: subdiffusion within proteins
• Lévy flights in a steep potential well
• Statistical theory of open systems. Vol. 1. A unified approach to kinetic description of processes in active systems. Transl. from the manuscript by A. Dobroslavsky
• The characteristic function of rough Heston models
• The Langevin Equation
• Lévy noise-driven escape from arctangent potential wells
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (13)

• Optimization of escape kinetics by reflecting and resetting
• Stochastic processes in a confining harmonic potential in the presence of static and dynamic measurement noise
• Power Brownian motion
• Beta Brownian motion
• Role of long jumps in Lévy noise-induced multimodality
• Fractional Brownian gyrator
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• Weird Brownian motion
• Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations
• Spectral design of anomalous diffusion
• Power Brownian motion: an Ornstein-Uhlenbeck lookout
• Taylor's law from Gaussian diffusions
• Brownian particle in a Poisson-shot-noise active bath: exact statistics, effective temperature, and inference

This page was built for publication: Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5874036)