Quantifying non-ergodicity of anomalous diffusion with higher order moments
نویسندگان
چکیده
منابع مشابه
Ergodicity and fourth-order spectral moments
Relationships between ergodicity and structures of fourthorder spectral moments are investigated. In particular it is shown that second-order ergodicity of a random process is directly related to the distribution of these moments on the normal manifolds of the frequency domain. This result is illustrated by various examples.
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The analysis of trajectories recorded in experiments often requires calculating time averages instead of ensemble averages. According to the Boltzmann hypothesis, they are equivalent only under the assumption of ergodicity. In this paper, we implement tools that allow to study ergodic properties. This analysis is conducted in two classes of anomalous diffusion processes: fractional Brownian mot...
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ژورنال
عنوان ژورنال: Scientific Reports
سال: 2017
ISSN: 2045-2322
DOI: 10.1038/s41598-017-03712-x