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1995

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/18836

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

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Abstract

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Subject

Física matemàtica, Física estadística, Termodinàmica, Dinàmica

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Mathematical physics, Statistical physics, Dinamics, Thermodynamics

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Articles publicats en revistes (Física de la Matèria Condensada)

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MASOLIVER, Jaume and WANG, Ke-Gang. Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior. Physical Review E. 1995. Vol. 51, num. 4, pags. 2987-2995. ISSN 1063-651X. [consulted: 17 of August of 2026]. Available at: https://hdl.handle.net/2445/18836

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