Weak ergodicity breaking with deterministic dynamics

Weak-ergodicity Breaking in Mean-field Spin-glass Models

Distribution of time-averaged observables for weak ergodicity breaking.

We find a general formula for the distribution of time-averaged observables for systems modeled according to the subdiffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and Boltzmann's statistics, while for the anomalous subdiffusive case a weakly nonergodic statistical mechanical framework is constructed, which is based on Lévy's gene...

Finite-time effects and ultraweak ergodicity breaking in superdiffusive dynamics.

We study the ergodic properties of superdiffusive, spatiotemporally coupled Lévy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement δx2 around the ensemble value 3-α (1<α<2) ranging from ballistic motion to subdiffusion, in strong contrast to the behavior of subdiffusive processes. In addition...

Ergodicity breaking and localization.

We study the joint action of the non-Poisson renewal events (NPR) yielding Continuous-time random walk (CTRW) with index α<1 and two different generators of Hurst coefficient H≠0.5, one generating fractional Brownian motion (FBM) and another scaled Brownian motion (SBM). We discuss the ergodicity breaking emerging from these joint actions and we find that in both cases the adoption of time aver...

On $L_1$-weak ergodicity of nonhomogeneous continuous-time Markov‎ ‎processes

‎In the present paper we investigate the $L_1$-weak ergodicity of‎ ‎nonhomogeneous continuous-time Markov processes with general state‎ ‎spaces‎. ‎We provide a necessary and sufficient condition for such‎ ‎processes to satisfy the $L_1$-weak ergodicity‎. ‎Moreover‎, ‎we apply‎ ‎the obtained results to establish $L_1$-weak ergodicity of quadratic‎ ‎stochastic processes‎.