Browsing by Author "D’Ovidio, M."

Now showing items 1-1 of 1

Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion

D’Ovidio, M.; Vitali, S.; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-10-25)

We consider an ensemble of Ornstein–Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centre-of-mass ...