Browsing Statistical Physics by Subject "fractional diffusion"
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Centreofmass like superposition of OrnsteinUhlenbeck processes: A pathway to nonautonomous stochastic differential equations and to fractional diffusion
(20181025)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 centreofmass ... 
Finiteenergy Lévytype motion through heterogeneous ensemble of Brownian particles
(20190201)Complex systems are known to display anomalous diffusion, whose signature is a space/time scaling $x \sim t^\delta$ with $\delta \neq 1/2$ in the probability density function (PDF). Anomalous diffusion can emerge jointly ... 
Fractional kinetics in random/complex media
(2019)In this chapter, we consider a randomlyscaled Gaussian process and discuss a number of applications to model fractional diffusion. Actually, this approach can be understood as a Gaussian diffusion in a medium characterized ... 
Gaussian processes in complex media: new vistas on anomalous diffusion
(201909)Normal or Brownian diffusion is historically identified by the linear growth in time of the variance and by a Gaussian shape of the displacement distribution. Processes departing from the at least one of the above conditions ... 
The MWright function as a generalization of the Gaussian density for fractional diffusion processes
(20131231)The leading role of a special function of the Wrighttype, referred to as MWright or Mainardi function, within a parametric class of selfsimilar stochastic processes with stationary increments, is surveyed. This class ... 
SHOULD I STAY OR SHOULD I GO? ZEROSIZE JUMPS IN RANDOM WALKS FOR LÉVY FLIGHTS
(202102)We study Markovian continuoustime random walk models for Lévy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bimodal powerlaw distribution that is equal ...