Related papers: A no-go theorem for ergodicity and an Einstein rel…
Given the increments of a simple symmetric random walk $(X_n)_{n\ge0}$, we characterize all possible ways of recycling these increments into a simple symmetric random walk $(Y_n)_{n\ge0}$ adapted to the filtration of $(X_n)_{n\ge0}$. We…
The analysis of the Rayleigh-B\'enard instability due to the mass diffusion in a fluid-saturated horizontal porous layer is reconsidered. The standard diffusion theory based on the variance of the molecular position growing linearly in time…
We investigate both analytically and by computer simulations the ensemble averaged, time averaged, non-ergodic, and ageing properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic…
A straightforward analytical scheme is proposed for computing the long-time, asymptotic mean velocity and dispersivity (effective diffusivity) of a particle undergoing a discrete biased random walk on a periodic lattice amongst an array of…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which…
We calculate the bulk-diffusion coefficient and the conductivity in a broad class of conserved-mass aggregation processes on a ring of discrete sites. These processes involve chipping and fragmentation of masses, which diffuse around and…
The ergodic hypothesis is examined for energetically open fluid systems represented by the barotropic Navier--Stokes equations with general inflow/outflow boundary conditions. We show that any globally bounded trajectory generates a…
We study a method for detecting the origins of anomalous diffusion, when it is observed in an ensemble of times-series, generated experimentally or numerically, without having knowledge about the exact underlying dynamics. The reasons for…
We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theorem for families of homogeneous Markov processes. We find some sufficient conditions for geometric ergodicity uniformly over a parametric…
A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
We show that ``ergodic regime'' appears for generic dispersion relations in the semiclassical motion of electrons in a metal and we prove that, in the fixed energy picture, the measure of the set of such directions is zero.
The ratio between mobility and diffusion parameters is derived for a Gaussian-like density of states. This steady-state analysis is expected to be applicable to a wide range of organic materials (polymers or small molecules) as it relies on…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…
We investigate the non-ergodic properties of blinking nano-crystals using a stochastic approach. We calculate the distribution functions of the time averaged intensity correlation function and show that these distributions are not delta…