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It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

概率论 · 数学 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

We present a new method of analysis of measure-preserving dynamical systems, based on frequency analysis and ergodic theory, which extends our earlier work [1]. Our method employs the novel concept of harmonic time average [2], and is…

混沌动力学 · 物理学 2014-07-29 Zoran Levnajić , Igor Mezić

We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…

统计力学 · 物理学 2020-06-24 Erez Aghion , David A. Kessler , Eli Barkai

The classical Birkhoff ergodic theorem in its most popular version says that the time average along a single typical trajectory of a dynamical system is equal to the space average with respect to the ergodic invariant distribution. This…

动力系统 · 数学 2017-12-06 Michael Blank

The stability against perturbations of a dynamical system conserving a generalized phase-space volume is studied by exploiting the similarity between statistical physics formalism and that of ergodic theory. A general continuity theorem is…

数学物理 · 物理学 2016-08-16 György Steinbrecher , Boris Weyssow

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…

统计方法学 · 统计学 2022-02-03 Madhur Mangalam , Damian G. Kelty-Stephen

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…

统计力学 · 物理学 2023-07-13 Paula Reichert

In their seminal work, Fermi, Pasta, Ulam and Tsingou explored the connection between statistical mechanics and dynamical properties, such as chaos and ergodicity. Even today, seventy years later, the topic is not fully understood: while…

Given pseudo-random binary sequence of length $L$, assuming it consists of $k$ sub-sequences of length $N$. We estimate how $k$ scales with growing $N$ to obtain a {\it limiting} ergodic behaviour, to fulfill the basic definition of…

统计力学 · 物理学 2009-04-22 M. Süzen

Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…

统计力学 · 物理学 2015-06-04 Jae-Hyung Jeon , Ralf Metzler

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…

统计力学 · 物理学 2018-12-18 Denis J. Evans , Stephen R. Williams , Lamberto Rondoni , Debra J. Searles

In a first part the scope of classical thermodynamics and statistical mechanics is discussed in the broader context of formal dynamical systems, including computer programmes. In this context classical thermodynamics appears as a particular…

统计力学 · 物理学 2009-11-11 Daniel Pfenniger

We study an intermittent quasistatic dynamical system composed of nonuniformly hyperbolic Pomeau--Manneville maps with time-dependent parameters. We prove an ergodic theorem which shows almost sure convergence of time averages in a certain…

动力系统 · 数学 2016-06-22 Juho Leppänen , Mikko Stenlund

Using a model Hamiltonian for a single-mode electromagnetic field interacting with a nonlinear medium, we show that quantum expectation values of subsystem observables can exhibit remarkably diverse ergodic properties even when the dynamics…

量子物理 · 物理学 2007-06-21 C. Sudheesh , S. Lakshmibala , V. Balakrishnan

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

统计力学 · 物理学 2013-03-27 Tomoshige Miyaguchi , Takuma Akimoto

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…

统计力学 · 物理学 2010-09-10 Alberto Saa , Roberto Venegeroles

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…

统计力学 · 物理学 2020-05-20 Robert L. Jack

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

偏微分方程分析 · 数学 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

We analytically study the time evolution of the expectation values of observables in periodically kicked many-body quantum systems. Starting from an initial state, we compute both the transient and the long-time properties of the…

统计力学 · 物理学 2026-05-05 Vijay Kumar , Dibyendu Roy

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…

统计力学 · 物理学 2009-11-10 Constantino Tsallis , Celia Anteneodo , Lisa Borland , Roberto Osorio
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