Quantifying the non-ergodicity of scaled Brownian motion
From MaRDI portal
Publication:3448423
DOI10.1088/1751-8113/48/37/375002zbMath1329.82096arXiv1507.02450OpenAlexW2266947307MaRDI QIDQ3448423
Felix Thiel, Hadiseh Safdari, Ralf Metzler, Andrey G. Cherstvy, Aleksei V. Chechkin, Igor M. Sokolov
Publication date: 23 October 2015
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.02450
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Related Items
Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system ⋮ Random diffusivity models for scaled Brownian motion ⋮ Bayesian inference of scaled versus fractional Brownian motion ⋮ Subordination and memory dependent kinetics in diffusion and relaxation phenomena ⋮ Superstatistical approach of the anomalous exponent for scaled Brownian motion ⋮ Spectral design of anomalous diffusion ⋮ Power Brownian motion ⋮ Hydrodynamic fluctuations in the presence of one parameter Mittag-Leffler friction ⋮ Multifractal descriptors ergodically characterize non-ergodic multiplicative cascade processes ⋮ Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity ⋮ Equilibrium and non-equilibrium statistical mechanics with generalized fractal derivatives: A review ⋮ Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time ⋮ Bayesian inference of Lévy walks via hidden Markov models
