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For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…

Statistical Mechanics · Physics 2024-12-31 Luca Giuggioli , Seeralan Sarvaharman , Debraj Das , Daniel Marris , Toby Kay

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…

Mathematical Physics · Physics 2013-03-15 Ole Peters , William Klein

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

Probability · Mathematics 2013-10-04 Frank Redig , Florian Völlering

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…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

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

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule…

Statistical Mechanics · Physics 2015-06-15 Jae-Hyung Jeon , Eli Barkai , R. Metzler

We study the typical behavior of random walkers on the microcanonical configuration space of mean-field disordered systems. Passive walks have an ergodicity-breaking transition at precisely the energy density associated with the dynamical…

Disordered Systems and Neural Networks · Physics 2026-03-03 Jaron Kent-Dobias

We study various models of independent particles hopping between energy `traps' with a density of energy barriers $\rho(E)$, on a $d$ dimensional lattice or on a fully connected lattice. If $\rho(E)$ decays exponentially, a true dynamical…

Condensed Matter · Physics 2009-10-28 Cécile Monthus , Jean-Philippe Bouchaud

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

Multistability, i.e. the coexistence of several attractors for a given set of system parameters is one of the most important phenomena occurring in dynamical systems. We consider it in velocity dynamics of a Brownian particle driven by…

Statistical Mechanics · Physics 2022-01-11 Jakub Spiechowicz , Peter Hänggi , Jerzy Łuczka

In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…

Probability · Mathematics 2018-03-12 L. Avena , Y. Chino , C. da Costa , F. den Hollander

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…

Statistical Mechanics · Physics 2010-09-10 Alberto Saa , Roberto Venegeroles

Three different vortex glass models are studied by examining the energy barrier against vortex motion across the system. In the two-dimensional gauge glass this energy barrier is found to increase logarithmically with system size which is…

Superconductivity · Physics 2009-11-07 Petter Holme , Peter Olsson

Quantifying and comparing patterns of dynamical ecological systems require averaging over measurable quantities. For example, to infer variation in movement and behavior, metrics such as step length and velocity are averaged over large…

Populations and Evolution · Quantitative Biology 2022-05-24 Ohad Vilk , Yotam Orchan , Motti Charter , Nadav Ganot , Sivan Toledo , Ran Nathan , Michael Assaf

This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…

Probability · Mathematics 2018-10-02 Xiaoshan Chen , Zhen-Qing Chen , Ky Tran , George Yin

We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…

Statistical Mechanics · Physics 2017-09-13 Andrey G. Cherstvy , Ralf Metzler

Recent work has proposed fading ergodicity as a mechanism for many-body ergodicity breaking. Here, we show that two paradigmatic random matrix ensembles -- the Rosenzweig-Porter model and the ultrametric model -- fall within the same…

Statistical Mechanics · Physics 2026-03-26 Rafał Świętek , Maksymilian Kliczkowski , Miroslav Hopjan , Lev Vidmar

We present our analysis on micro-rheology of a bench-scale pulsed fluidized bed, which represents a weakly confined system. Non-linear gas-particle and particle-particle interactions resulting from pulsed flow are associated with harmonic…

Soft Condensed Matter · Physics 2021-04-21 Jonathan E. Higham , Mehrdad Shahnam , Avinash Vaidheeswaran

[This is the unpublished supplemental information from 1989 to the paper: J.M. Deutsch, "Quantum statistical mechanics in a closed system." Phys. Rev. A, 43(4), 2046 (1991).] A closed quantum mechanical system does not necessarily give time…

Quantum Physics · Physics 2025-02-25 J. M. Deutsch