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Related papers: A Random Walk to a Non-Ergodic Equilibrium Concept

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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.…

Statistical Mechanics · Physics 2026-04-20 Vicenç Méndez , Carlos Hervás , Rosa Flaquer-Galmés

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

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

We derive the characteristic function of stochastic functionals of a random walk whose position is reset to the origin at random times drawn from a general probability distribution. We analyze the long-time behavior and obtain the temporal…

Statistical Mechanics · Physics 2025-07-09 V. Méndez , R. Flaquer-Galmés

We study the phenomenon of weak ergodicity breaking for a class of globally correlated random walk dynamics defined over a finite set of states. The persistence in a given state or the transition to another one depends on the whole previous…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini

The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…

Statistical Mechanics · Physics 2021-06-03 Miquel Montero

We study a particle immersed in a heat bath, in the presence of an external force which decays at least as rapidly as $1/x$, for example a particle interacting with a surface through a Lennard-Jones or a logarithmic potential. As time…

Statistical Mechanics · Physics 2019-01-09 Erez Aghion , David A. Kessler , Eli Barkai

The interest in non-Markovian dynamics within the complex systems community has recently blossomed, due to a new wealth of time-resolved data pointing out the bursty dynamics of many natural and human interactions, manifested in an…

Statistical Mechanics · Physics 2019-04-25 Antoine Moinet , Michele Starnini , Romualdo Pastor-Satorras

Motivated by a model presented by S. Gudder, we study a quantum generalization of Markov chains and discuss the relation between these maps and open quantum random walks, a class of quantum channels described by S. Attal et al. We consider…

Quantum Physics · Physics 2016-08-10 Carlos F. Lardizabal , Rafael R. Souza

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

Statistical Mechanics · Physics 2020-12-02 Jie Yao , Yanting Wang

Boltzmann-Gibbs statistical mechanics is based on the entropy $S_{BG}=-k \sum_{i=1}^W p_i \ln p_i$. It enables a successful thermal approach of ubiquitous systems, such as those involving short-range interactions, markovian processes, and,…

Statistical Mechanics · Physics 2009-11-10 Constantino Tsallis , Edgardo Brigatti

A variety of astronomical phenomena appear to not satisfy the ergodic hypothesis in the relevant stationary state, if any. As such, there is no reason for expecting the applicability of Boltzmann-Gibbs (BG) statistical mechanics. Some of…

Statistical Mechanics · Physics 2011-07-19 Constantino Tsallis , Domingo Prato , Angel R. Plastino

We consider random walks in random environments on Z^d. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments,…

Probability · Mathematics 2013-02-12 Marco Lenci

We study the unitary dynamics of the bosonic quantum East model, a kinetically constrained lattice model which generalises the quantum East model to arbitrary occupation per site. We consider the semiclassical limit of large (but finite)…

Statistical Mechanics · Physics 2022-09-16 Andreas Geißler , Juan P. Garrahan

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 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 and concentration inequalities for the environment as seen…

Probability · Mathematics 2011-07-06 Frank Redig , Florian Völlering

We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…

Statistical Mechanics · Physics 2015-09-02 Hadiseh Safdari , Andrey G. Cherstvy , Aleksei V. Chechkin , Felix Thiel , Igor M. Sokolov , Ralf Metzler

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…

Statistical Mechanics · Physics 2007-11-09 Stephen R. Williams , Denis J. Evans

Within the description of stochastic differential equations it is argued that the existence of Boltzmann-Gibbs type distribution in economy is independent of the time reversal symmetry in econodynamics. Both power law and exponential…

Physics and Society · Physics 2008-12-02 P. Ao