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The role of ergodicity in anomalous stochastic processes - analysis of single-particle trajectories

  • Single-particle experiments produce time series x(t) of individual particle trajectories, frequently revealing anomalous diffusion behaviour. Typically, individual x(t) are evaluated in terms of time-averaged quantities instead of ensemble averages. Here we discuss the behaviour of the time-averaged mean squared displacement of different stochastic processes giving rise to anomalous diffusion. In particular, we pay attention to the ergodic properties of these processes, i.e. the (non)equivalence of time and ensemble averages.

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Author:Ralf MetzlerORCiDGND, Jae-Hyung Jeon
ISSN:0031-8949 (print)
Parent Title (English):Physica scripta : an international journal for experimental and theoretical physics
Publisher:IOP Publ. Ltd.
Place of publication:Bristol
Document Type:Article
Year of first Publication:2012
Year of Completion:2012
Release Date:2017/03/26
Funder:Academy of Finland (FiDiPro scheme); European Science Foundation
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
Peer Review:Referiert