Nonergodicity of a time series obeying Lévy statistics

DOI10.1007/s10955-005-8076-9zbMath1127.82040arXivcond-mat/0504454OpenAlexW2085313074WikidataQ57254883 ScholiaQ57254883MaRDI QIDQ2492855

Eli Barkai, Gennady Margolin

Publication date: 14 June 2006

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0504454

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Time series analysis of dynamical systems (37M10)

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Chipping away at memory ⋮ On distributions of functionals of anomalous diffusion paths ⋮ Residence time statistics for normal and fractional diffusion in a force field ⋮ Renewal Theory for a System with Internal States ⋮ Generalized arcsine law and stable law in an infinite measure dynamical system ⋮ Densities of scaling limits of coupled continuous time random walks ⋮ Characteristic sign renewals of Kardar-Parisi-Zhang fluctuations ⋮ Maximizing information exchange between complex networks ⋮ Weakly non-ergodic statistical physics ⋮ Density approach to ballistic anomalous diffusion: An exact analytical treatment ⋮ Distributional behavior of time averages of non-\(L^1\) observables in one-dimensional intermittent maps with infinite invariant measures

Cites Work

• Power spectra and random walks in intermittent chaotic systems
• Ergodicity of Spike Trains: When Does Trial Averaging Make Sense?
• An Occupation Time Theorem for A Class of Stochastic Processes
• Statistics of the occupation time of renewal processes
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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