TY  - JOUR
A1  - Metzler, Ralf
A1  - Jeon, Jae-Hyung
T1  - The role of ergodicity in anomalous stochastic processes - analysis of single-particle trajectories
T2  - Physica scripta : an international journal for experimental and theoretical physics
N2  - 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.
Y1  - 2012
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/35545
SN  - 0031-8949
VL  - 86
IS  - 5
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  -