Abstract

Over the last years a considerable number of systems have been reported in which Brownian yet non-Gaussian dynamics is observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This behaviour has been interpreted as resulting from diffusion in heterogeneous environments and mathematically described through the introduction of a variable, stochastic diffusion coefficient. In this talk I will present a general overview on random diffusivity processes, with the main goal of showing how the linear scaling of the mean squared displacement can be reconciled with a non-Gaussian probability density function. This talk is based on a series of joint publications with Ralf Metzler, Gianni Pagnini, Aleksei Chechkin and Falvio Seno.