Riemann-Liouville fractional Brownian motion with random Hurst exponent
Fuente:
arXiv
Saved in:
| Main Authors: | Woszczek, Hubert, Wylomanska, Agnieszka, Chechkin, Aleksei |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Scaled Brownian motion with random anomalous diffusion exponent
by: Woszczek, Hubert, et al.
Published: (2024)
by: Woszczek, Hubert, et al.
Published: (2024)
Multifractional Brownian motion with telegraphic, stochastically varying exponent
by: Balcerek, Michał, et al.
Published: (2025)
by: Balcerek, Michał, et al.
Published: (2025)
Evaluating Gaussianity of heterogeneous fractional Brownian motion
by: Balcerek, Michał, et al.
Published: (2025)
by: Balcerek, Michał, et al.
Published: (2025)
Two-dimensional fractional Brownian motion: Analysis in time and frequency domains
by: Balcerek, Michał, et al.
Published: (2025)
by: Balcerek, Michał, et al.
Published: (2025)
Resetting Dyson Brownian motion
by: Biroli, Marco, et al.
Published: (2025)
by: Biroli, Marco, et al.
Published: (2025)
Super-resolved anomalous diffusion: deciphering the joint distribution of anomalous exponent and diffusion coefficient
by: Lanoiselée, Yann, et al.
Published: (2024)
by: Lanoiselée, Yann, et al.
Published: (2024)
Infinite ergodicity for geometric Brownian motion
by: Giordano, Stefano, et al.
Published: (2022)
by: Giordano, Stefano, et al.
Published: (2022)
Fractional Langevin equation far from equilibrium: Riemann-Liouville fractional Brownian motion, spurious nonergodicity and aging
by: Wei, Qing, et al.
Published: (2024)
by: Wei, Qing, et al.
Published: (2024)
Two-dimensional Brownian motion with dependent components: turning angle analysis
by: Balcerek, Michał, et al.
Published: (2024)
by: Balcerek, Michał, et al.
Published: (2024)
Anomalous random flights and time-fractional run-and-tumble equations
by: Angelani, Luca, et al.
Published: (2024)
by: Angelani, Luca, et al.
Published: (2024)
Different behaviors of diffusing diffusivity dynamics based on three different definitions of fractional Brownian motion
by: Wang, Wei, et al.
Published: (2025)
by: Wang, Wei, et al.
Published: (2025)
Cyclic fractional Gaussian noise: time and frequency domain properties
by: Woszczek, Hubert, et al.
Published: (2026)
by: Woszczek, Hubert, et al.
Published: (2026)
Finite-time blowup of a Brownian particle in a repulsive potential
by: Krapivsky, P. L., et al.
Published: (2025)
by: Krapivsky, P. L., et al.
Published: (2025)
Short-time blowup statistics of a Brownian particle in repulsive potentials
by: Meerson, Baruch
Published: (2025)
by: Meerson, Baruch
Published: (2025)
Fractional Brownian Motion with Negative Hurst Exponent
by: Meerson, Baruch, et al.
Published: (2025)
by: Meerson, Baruch, et al.
Published: (2025)
Large deviations of spectral determinants of matrix-valued random Schrödinger operators and Dyson Brownian motion in cubic potentials
by: Fyodorov, Yan, et al.
Published: (2025)
by: Fyodorov, Yan, et al.
Published: (2025)
The number of minima in random landscapes generated by constrained random walk and Lévy flights: universal properties
by: Kundu, Anupam, et al.
Published: (2024)
by: Kundu, Anupam, et al.
Published: (2024)
Finite-time trajectorial estimates for inhomogeneous random walks
by: Ott, Sébastien, et al.
Published: (2025)
by: Ott, Sébastien, et al.
Published: (2025)
Universal distribution of the number of minima for random walks and Lévy flights
by: Kundu, Anupam, et al.
Published: (2024)
by: Kundu, Anupam, et al.
Published: (2024)
Generalized arcsine laws for a sluggish random walker with subdiffusive growth
by: Del Vecchio, Giuseppe Del Vecchio, et al.
Published: (2024)
by: Del Vecchio, Giuseppe Del Vecchio, et al.
Published: (2024)
Derivative relations for determinants, Pfaffians and characteristic polynomials in random matrix theory
by: Akemann, Gernot, et al.
Published: (2026)
by: Akemann, Gernot, et al.
Published: (2026)
Existence of long-range order in random-field Ising model on Dyson hierarchical lattice
by: Okuyama, Manaka, et al.
Published: (2024)
by: Okuyama, Manaka, et al.
Published: (2024)
Large deviations of the largest eigenvalue for deformed GOE/GUE random matrices via replica
by: Doussal, Pierre Le
Published: (2025)
by: Doussal, Pierre Le
Published: (2025)
Operadic structure of boundary conditions for two-dimensional Markov Gaussian random fields on the lattice
by: Bodiot, Emilien, et al.
Published: (2023)
by: Bodiot, Emilien, et al.
Published: (2023)
Three non-Hermitian random matrix universality classes of complex edge statistics: Spacing ratios and distributions
by: Akemann, Gernot, et al.
Published: (2026)
by: Akemann, Gernot, et al.
Published: (2026)
Modelling intermittent anomalous diffusion with switching fractional Brownian motion
by: Balcerek, Michał, et al.
Published: (2023)
by: Balcerek, Michał, et al.
Published: (2023)
First-passage area distribution and optimal fluctuations of fractional Brownian motion
by: Hartmann, A. K., et al.
Published: (2023)
by: Hartmann, A. K., et al.
Published: (2023)
Columnar order in random packings of $2\times2$ squares on the square lattice
by: Hadas, Daniel, et al.
Published: (2022)
by: Hadas, Daniel, et al.
Published: (2022)
Boundary operators in the Brownian loop soup
by: Camia, Federico, et al.
Published: (2026)
by: Camia, Federico, et al.
Published: (2026)
Paradoxical non-Gaussian behavior in fractional Laplace motion with drift
by: Wang, Wei, et al.
Published: (2024)
by: Wang, Wei, et al.
Published: (2024)
Scaling limits of Lévy walks with random velocities
by: Woszczek, Hubert, et al.
Published: (2026)
by: Woszczek, Hubert, et al.
Published: (2026)
Universality in coupled stochastic Burgers systems with degenerate flux Jacobian
by: Roy, Dipankar, et al.
Published: (2024)
by: Roy, Dipankar, et al.
Published: (2024)
Critical speeding-up in dynamical percolation
by: Elci, Eren Metin, et al.
Published: (2024)
by: Elci, Eren Metin, et al.
Published: (2024)
Evaluation of integrals for the emptiness formation probability in the square-ice model
by: Colomo, Filippo, et al.
Published: (2024)
by: Colomo, Filippo, et al.
Published: (2024)
Siegmund duality for physicists: a bridge between spatial and first-passage properties of continuous and discrete time stochastic processes
by: Guéneau, Mathis, et al.
Published: (2024)
by: Guéneau, Mathis, et al.
Published: (2024)
A large deviation principle for the multispecies stirring process
by: Casini, Francesco, et al.
Published: (2024)
by: Casini, Francesco, et al.
Published: (2024)
High-fugacity expansion and crystallization in non-sliding hard-core lattice particle models without a tiling constraint
by: He, Qidong, et al.
Published: (2024)
by: He, Qidong, et al.
Published: (2024)
Intertwining and propagation of mixtures for generalized KMP models and harmonic models
by: Giardinà, Cristian, et al.
Published: (2024)
by: Giardinà, Cristian, et al.
Published: (2024)
A hybrid approach to model reduction of Generalized Langevin Dynamics
by: Colangeli, Matteo, et al.
Published: (2024)
by: Colangeli, Matteo, et al.
Published: (2024)
Comment on the paper "Exact decay of the persistence probability in the Airy$_1$ process" by Ferrari and Liu
by: Prolhac, Sylvain
Published: (2024)
by: Prolhac, Sylvain
Published: (2024)
Similar Items
-
Scaled Brownian motion with random anomalous diffusion exponent
by: Woszczek, Hubert, et al.
Published: (2024) -
Multifractional Brownian motion with telegraphic, stochastically varying exponent
by: Balcerek, Michał, et al.
Published: (2025) -
Evaluating Gaussianity of heterogeneous fractional Brownian motion
by: Balcerek, Michał, et al.
Published: (2025) -
Two-dimensional fractional Brownian motion: Analysis in time and frequency domains
by: Balcerek, Michał, et al.
Published: (2025) -
Resetting Dyson Brownian motion
by: Biroli, Marco, et al.
Published: (2025)