The role of ergodicity in anomalous stochastic processes: analysis of single-particle trajectories

DOI10.1088/0031-8949/86/05/058510zbMath1267.82101OpenAlexW1972827907MaRDI QIDQ4921159

Ralf Metzler, Jae-Hyung Jeon

Publication date: 22 May 2013

Published in: Physica Scripta (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0031-8949/86/05/058510

zbMATH Keywords

fractional Brownian motionLangevin equationrandom walkergodicity breaking

Mathematics Subject Classification ID

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) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Dynamical aspects of statistical mechanics (37A60)

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