Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise

DOI10.1088/1751-8121/ABFBA6OpenAlexW3159238012MaRDI QIDQ5874042FDOQ5874042

Authors: Nicholas Mwilu Mutothya, Yong Xu, Yongge Li, Ralf Metzler 

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://doi.org/10.1088/1751-8121/abfba6

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zbMATH Keywords

diffusionanomalous diffusionnon-extensive statisticscoloured noiseheterogeneous diffusion process

Mathematics Subject Classification ID

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

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Cited In (10)

• Anomalous non-Gaussian diffusion of scaled Brownian motion in a quenched disorder environment
• Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series
• Multifractal descriptors ergodically characterize non-ergodic multiplicative cascade processes
• Curvature motion perturbed by a direction-dependent colored noise
• A model of non-Gaussian diffusion in heterogeneous media
• Title not available (Why is that?)
• Random diffusivity scenarios behind anomalous non-Gaussian diffusion
• Characterization of Various Statistics of Diffusive Motion
• Non-Gaussian diffusion of mixed origins
• Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion

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