Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion
Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion
Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in general have been addressed in Statistical Physics. In particular, there now exists a very …