Related papers: Quantifying the non-ergodicity of scaled Brownian …
Extensive time-series encoding the position of particles such as viruses, vesicles, or individual proteins are routinely garnered in single-particle tracking experiments or supercomputing studies. They contain vital clues on how viruses…
Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…
We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
We quantify nonergodic and aging behaviors of nanocrystals (or quantum dots) based on stochastic model. Ergodicity breaking is characterized based on time average intensity and time average correlation function, which remain random even in…
We study the statistical properties of the area and the absolute area under the trajectories of subdiffusive random walks. Using different frameworks to describe subdiffusion (as the scaled Brownian motion, fractional Brownian motion, the…
Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
We calculate the large deviation functions characterizing the long-time fluctuations of the occupation of drifted Brownian motion and show that these functions have non-analytic points. This provides the first example of dynamical phase…
The ergodicity breaking parameter is a measure for the heterogeneity among different trajectories of one ensemble. In this report this parameter is calculated for fractional Brownian motion with a random change of time scale, often called…
We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…
We study the ergodic properties of superdiffusive, spatiotemporally coupled Levy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement…
We study the long-time behaviour of the first-moment semigroup of a non conservative piecewise deterministic measure-valued stochastic process with support on R 2 + driven by a deterministic flow between random jump times, with a transition…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form $D(x)\sim D_0|x|^\alpha$ in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the…
We study ergodicity breaking in the clean Bose-Hubbard chain for small hopping strength. We see the existence of a non-ergodic regime by means of indicators as the half-chain entanglement entropy of the eigenstates, the average level…
The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…
The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…
Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…