@article{MardoukhiChechkinMetzler2020,
  author    = {Mardoukhi, Yousof and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Spurious ergodicity breaking in normal and fractional Ornstein-Uhlenbeck process},
  series = {New Journal of Physics},
  volume    = {22},
  journal   = {New Journal of Physics},
  publisher = {IOP},
  address   = {London},
  issn      = {1367-2630},
  doi       = {10.1088/1367-2630/ab950b},
  pages     = {18},
  year      = {2020},
  abstract  = {The Ornstein-Uhlenbeck process is a stationary and ergodic Gaussian process, that is fully determined by its covariance function and mean. We show here that the generic definitions of the ensemble- and time-averaged mean squared displacements fail to capture these properties consistently, leading to a spurious ergodicity breaking. We propose to remedy this failure by redefining the mean squared displacements such that they reflect unambiguously the statistical properties of any stochastic process. In particular we study the effect of the initial condition in the Ornstein-Uhlenbeck process and its fractional extension. For the fractional Ornstein-Uhlenbeck process representing typical experimental situations in crowded environments such as living biological cells, we show that the stationarity of the process delicately depends on the initial condition.},
  language  = {en}
}