Related papers: Non-Gaussian Parameter in k-Dimensional Euclidean …
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
Dimension reduction is a common strategy in multivariate data analysis which seeks a subspace which contains all interesting features needed for the subsequent analysis. Non-Gaussian component analysis attempts for this purpose to divide…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
Performance guarantees for compression in nonlinear models under non-Gaussian observations can be achieved through the use of distributional characteristics that are sensitive to the distance to normality, and which in particular return the…
Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…
We introduce a new tool for the quantitative characterisation of the departure form Markovianity of a given dynamical process. Our tool can be applied to a generic $N$-level system and extended straightforwardly to Gaussian…
By using a condition of average trace preservation we derive a general class of non-Markovian Gaussian diffusive unravelings [L. Diosi and L. Ferialdi, Phys. Rev. Lett. \textbf{113}, 200403 (2014)], here valid for arbitrary non-Hermitian…
Recent progresses in single particle tracking have shown evidences of non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. A similar behavior has also been observed in…
We study the diffusion of particles confined close to a single wall and in double-wall planar channel geometries where the local diffusivities depend on the distance to the boundaries. Displacement parallel to the walls is Brownian as…
The dimensionality of a thermometer is key in the design of quantum thermometry schemes. In general, the phenomenology that is typical of finite-dimensional quantum thermometry does not apply to infinite dimensional ones. We analyse the…
Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…
We present a systematic treatment of non-Gaussianity in stochastic systems using the Schwinger-Keldysh effective field theory framework, in which the non-Gaussianity is realized as nonlinear terms in the fluctuation field. We establish two…
The dynamics of a linear system embedded in a heat bath environment and subject to non- Gaussian noise is studied. Higher order cumulants in coordinate space are derived and their impact on the dynamics and on asymptotic steady state…
We study the performance of nonparametric Bayes procedures for one-dimensional diffusions with periodic drift. We improve existing convergence rate results for Gaussian process (GP) priors with fixed hyper parameters. Moreover, we exhibit…
The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…
We compute non-Gaussianities in N-flation, a string motivated model of assisted inflation with quadratic, separable potentials and masses given by the Marcenko-Pastur distribution. After estimating parameters characterizing the bi- and…
Ballistic transportation introduces new challenges in the thermodynamic properties of a gas of particles. For example, violation of mixing, ergodicity and of the fluctuation-dissipation theorem may occur, since all these processes are…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
Experiments involving the two-dimensional passive diffusion of colloidal boomerangs tracked off their centre of mobility have shown striking non-Gaussian tails in their probability distribution function [Chakrabarty et al., Soft Matter 12,…
We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by $\psi= \phi^2/2$ where $\phi$ is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in…