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On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes
Mathematics, 2019 We investigate the main statistical parameters of the integral over time of the fractional Brownian motion and of a kind of pseudo-fractional Gaussian process, obtained as a classical Gauss−Markov process from Doob representation by replacing ...
Mario Abundo, Enrica Pirozzi
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Nonlinear Brownian Motion [PDF]
Physics-Uspekhi, 1994 Brownian motion is a familiar classroom demonstration. This phenomenon was discovered as early as 1827 by a British botanist called Robert Brown who was the first to report incessant chaotic movement of pollen particles suspended in liquid.
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Superstatistical Brownian Motion [PDF]
Progress of Theoretical Physics Supplement, 2006 As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in spatial cells with a given temperature.
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Hydrothermal analysis of magneto hydrodynamic nanofluid flow between two parallel by AGM
Case Studies in Thermal Engineering, 2019 In this paper, heat and mass transfer process of steady nanofluid flow between two parallel plates is investigated in existence of uniform magnetic field.
R. Derakhshan +4 more
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Inertial effects of self-propelled particles: From active Brownian to active Langevin motion. [PDF]
Journal of Chemical Physics, 2019 Active particles that are self-propelled by converting energy into mechanical motion represent an expanding research realm in physics and chemistry. For micrometer-sized particles moving in a liquid ("microswimmers"), most of the basic features have been
H. Löwen
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Operator Fractional Brownian Motion and Martingale Differences
Abstract and Applied Analysis, 2014 It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both
Hongshuai Dai +2 more
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Cluster Analysis on Locally Asymptotically Self-Similar Processes with Known Number of Clusters
Fractal and Fractional, 2022 We conduct cluster analysis of a class of locally asymptotically self-similar stochastic processes with finite covariance structures, which includes Brownian motion, fractional Brownian motion, and multifractional Brownian motion as paradigmatic examples.
Nan Rao, Qidi Peng, Ran Zhao
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Spurious Brownian Motions [PDF]
Proceedings of the American Mathematical Society, 1986 Spurious Brownian motions are characterized in R d {{\mathbf {R}}^d} , d ⩾ 2 d \geqslant 2 .
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Generalized fractional Brownian motion
Modern Stochastics: Theory and Applications, 2017 We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena.
Mounir Zili
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Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2023 We define bi-monotone independence, prove a bi-monotone central limit theorem and use it to study the distribution of bi-monotone Brownian motion, which is defined as the two-dimensional operator process with monotone and antimonotone Brownian motion as components.
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