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Fractional Brownian motion in a finite interval: correlations effect depletion or accretion zones of particles near boundaries
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite ...
Crossover from anomalous to normal diffusion: truncated power-law noise correlations and applications to dynamics in lipid bilayers
The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a ...
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 ...