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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…

Methodology · Statistics 2022-02-03 Madhur Mangalam , Damian G. Kelty-Stephen

Any reliable biomarker has to be specific, generalizable, and reproducible across individuals and contexts. The exact values of such a biomarker must represent similar health states in different individuals and at different times within the…

Quantitative Methods · Quantitative Biology 2023-05-12 Madhur Mangalam , Arash Sadri , Junichiro Hayano , Eiichi Watanabe , Ken Kiyono , Damian G. Kelty-Stephen

The study of microscopic protein dynamics has historically presented significant challenges to researchers seeking to develop a comprehensive and detailed description of its diverse and intriguing features. Recent experimental and…

Soft Condensed Matter · Physics 2025-01-16 Luca Maggi

Ergodicity, this is to say, dynamics whose time averages coincide with ensemble averages, naturally leads to Boltzmann-Gibbs (BG) statistical mechanics, hence to standard thermodynamics. This formalism has been at the basis of an enormous…

Statistical Mechanics · Physics 2009-11-10 Constantino Tsallis , Celia Anteneodo , Lisa Borland , Roberto Osorio

Observational data about human behavior is often heterogeneous, i.e., generated by subgroups within the population under study that vary in size and behavior. Heterogeneity predisposes analysis to Simpson's paradox, whereby the trends…

Social and Information Networks · Computer Science 2022-12-16 Kristina Lerman

In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is known that…

Probability · Mathematics 2015-02-04 Ramon van Handel

As the title says we want to answer the question; how and why does statistical mechanics work? As we know from the most used prescription of Gibbs we calculate the phase space averages of dynamical quantities and we find that these phase…

Statistical Mechanics · Physics 2015-03-19 Navinder Singh

A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…

Dynamical Systems · Mathematics 2018-02-23 Zemer Kosloff

A view on the physical meaning of the so called ergodic hypothesis: its role on the foundations of equilibrium statistical mechanics in mid '800, its interpretations and hints at its relevance for modern nonequilibrium statistical…

Statistical Mechanics · Physics 2016-10-06 Giovanni Gallavotti

Linear response theory, the backbone of non-equilibrium statistical physics, has recently been extended to explain how and why non-ergodic renewal processes are insensitive to simple perturbations, such as in habituation. It was established…

Adaptation and Self-Organizing Systems · Physics 2016-06-08 Nicola Piccinini , David Lambert , Bruce West , Mauro Bologna , Paolo Grigolini

In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , Raffaele Marino , Angelo Vulpiani

In this work a method for statistical analysis of time series is proposed, which is used to obtain solutions to some classical problems of mathematical statistics under the only assumption that the process generating the data is stationary…

Information Theory · Computer Science 2012-04-05 Daniil Ryabko , Boris Ryabko

This paper analyzes the ergodic hypothesis in the context of Boltzmann's late work in statistical mechanics, where Boltzmann lays the foundations for what is today known as the typicality account. I argue that, based on the concepts of…

Statistical Mechanics · Physics 2023-07-13 Paula Reichert

This paper studies ergodic properties of certain measures arising in the dynamics of holomorphic correspondences. These measures, in general, are not invariant in the classical sense of ergodic theory. We define a notion of ergodicity, and…

Dynamical Systems · Mathematics 2024-12-11 Mayuresh Londhe

Ergodicity breaking is a challenge for biological and psychological sciences. Ergodicity is a necessary condition for linear causal modeling. Long-range correlations and non-Gaussianity characterizing various biological and psychological…

Data Analysis, Statistics and Probability · Physics 2022-10-05 Damian G. Kelty-Stephen , Madhur Mangalam

By benefit of Pesin's method to prove ergodicity with respect to Lebesgue measure for ordinary dynamical systems, we conclude ergodicity (resp. term-ergodicity) for some action semigroups with respect to volume measure (resp. quasi…

Dynamical Systems · Mathematics 2025-10-07 Ali Sarizadeh

We introduce a simple analysis of the structural complexity of infinite-memory processes built from random samples of stationary, ergodic finite-memory component processes. Such processes are familiar from the well known multi-arm Bandit…

Statistical Mechanics · Physics 2015-04-03 James P. Crutchfield , Sarah Marzen

We show that fundamental thermodynamic relations can be derived from deterministic mechanics for a non-ergodic system. This extend a similar derivation for ergodic systems and suggests that ergodicity should not be considered as a…

Statistical Mechanics · Physics 2018-11-13 V. L. Kulinskii , K. S. Glavatskiy

This letter raises the possibility that ergodicity concerns might have some bearing on the signal-to-noise paradox. This is explored by applying the ergodic theorem to the theory behind ensemble weather forecasting and the ensemble mean.…

Atmospheric and Oceanic Physics · Physics 2024-08-12 Daniel J. Brener

Quantum many-body systems can exhibit distinct regimes where dynamics is either ergodic, dynamically exploring an extensive region of available state-space, or non-ergodic, where the dynamics may be restricted. An example is the many-body…

Quantum Physics · Physics 2026-03-12 Venelin P. Pavlov , Peter A. Ivanov , Diego Porras , Charlie Nation
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