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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…
Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take…
Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…
Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…
Nonstandard ergodic averages can be defined for a measure-preserving action of a group on a probability space, as a natural extension of classical (nonstandard) ergodic averages. We extend the one-dimensional theory, obtaining L^1 pointwise…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
We investigate simple models for strictly non-ergodic stochastic processes $x_t$ ($t$ being the discrete time step) focusing on the expectation value $v$ and the standard deviation $\delta v$ of the empirical variance $v[x]$ of finite time…
We provide a stochastic thermodynamic description across scales for $N$ identical units with all-to-all interactions that are driven away from equilibrium by different reservoirs and external forces. We start at the microscopic level with…
We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…
We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…
We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…
This brief pedagogical note re-proves a simple theorem on the convergence, in $L_2$ and in probability, of time averages of non-stationary time series to the mean of expectation values. The basic condition is that the sum of covariances…
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
The problem of the insensitivity of the macroscopic behavior of any thermodynamical system to partitioning generates a bias between the reproducibility of its macroscopic behavior viewed as the simplest form of causality and its long-term…
This article concerns the estimation of hitting time statistics for potentially non-stationary processes. The main focus is exceedance times of environmental processes. To this end we consider an empirical estimator based on ergodic theory…
We explore the idea that non-equilibrium steady states breaking detailed balance are obtained by deforming trajectories (lines in space-time) that have been sampled in a reference system with stochastic dynamics obeying detailed balance,…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
It is well known that ergodic theory can be used to formally prove a weak form of relaxation to equilibrium for finite, mixing, Hamiltonian systems. In this Letter we extend this proof to any dynamics that preserves a mixing equilibrium…
We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent…