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Single-trajectory spectral analysis of scaled Brownian motion
A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the ...
Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the ...