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.
| Author details: | Ralf MetzlerORCiDGND, Jae-Hyung Jeon |
|---|---|
| DOI: | https://doi.org/10.1088/0031-8949/86/05/058510 |
| ISSN: | 0031-8949 |
| Title of parent work (English): | Physica scripta : an international journal for experimental and theoretical physics |
| Publisher: | IOP Publ. Ltd. |
| Place of publishing: | Bristol |
| Publication type: | Article |
| Language: | English |
| Year of first publication: | 2012 |
| Publication year: | 2012 |
| Release date: | 2017/03/26 |
| Volume: | 86 |
| Issue: | 5 |
| Number of pages: | 5 |
| Funding institution: | Academy of Finland (FiDiPro scheme); European Science Foundation |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
| Peer review: | Referiert |
