# gst: when generalized diffusion could result from stochastic processes.

<< Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach of a generalization that incorporates heterogeneities in either the tracers or the environment. >>

AA present << a modification of Lévy's representation of fBm for the case in which the generalized diffusion coefficient is a stochastic process. (They) derive analytical expressions for the autocovariance function and both ensemble- and time-averaged mean squared displacements. Further, (AA)  validate the efficacy of the developed framework in two-state systems, comparing analytical asymptotic expressions with numerical simulations. >>️

Adrian Pacheco-Pozo, Diego Krapf. Fractional Brownian motion with fluctuating diffusivities. Phys. Rev. E 110, 014105. Jul 1, 2024.

https://journals.aps.org/pre/abstract/10.1103/PhysRevE.110.014105

Also: disorder, fluctuations, network, transition, in https://www.inkgmr.net/kwrds.html 

Keywords: gst, fractional Brownian motion, fBm, Lévy, disorder, fluctuations, anomalous, network, transition