Weak ergodicity breaking induced by global memory effects
arXiv:1605.08930 · doi:10.1103/PhysRevE.94.022108
Abstract
We study the phenomenon of weak ergodicity breaking for a class of globally correlated random walk dynamics defined over a finite set of states. The persistence in a given state or the transition to another one depends on the whole previous temporal history of the system. A set of waiting time distributions, associated to each state, set the random times between consecutive steps. Their mean value is finite for all states. The probability density of time-averaged observables is obtained for different memory mechanisms. This statistical object explicitly shows departures between time and ensemble averages. While the mean residence time in each state may result divergent, we demonstrate that this condition is in general not necessary for breaking ergodicity. Hence, global memory effects are an alternative mechanism able to induce this property. Analytical and numerical calculations support these results.
11 pages, 3 figures
References in corpus (25)
- Random Time-Scale Invariant Diffusion and Transport Coefficients
- Weak ergodicity breaking of receptor motion in living cells stemming from random diffusivity
- Non-ergodic Intensity Correlation Functions for Blinking Nano Crystals
- Distribution of Time-Averaged Observables for Weak Ergodicity Breaking
- Non-ergodicity, fluctuations, and criticality in heterogeneous diffusion processes
- Weakly non-ergodic Statistical Physics
- Nonergodisity of a time series obeying Lévy statistics
- Amnestically induced persistence in random walks
- Ergodicity breaking in geometric Brownian motion
- Brain, Music and non-Poisson Renewal Processes
- Aging Scaled Brownian Motion
- Nonergodic Diffusion of Single Atoms in a Periodic Potential
- Random Recursive Trees and the Elephant Random Walk
- Ergodicity Breaking in a Deterministic Dynamical System
- A Random Walk to a Non-Ergodic Equilibrium Concept
- Localization and universal fluctuations in ultraslow diffusion processes
- Solvable random walk model with memory and its relations with Markovian models of anomalous diffusion
- Exact moments in a continuous time random walk with complete memory of its history
- Anomalous diffusions induced by enhancement of memory
- Analytic Formulation, Exact Solutions, and Generalizations of the Elephant and the Alzheimer Random Walks
- Ergodicity Breaking and Localization
- Fluctuations around equilibrium laws in ergodic continuous-time random walks
- Ergodic and Nonergodic Anomalous Diffusion in Coupled Stochastic Processes
- Central limit theorem for a class of globally correlated random variables
- Ergodic transitions in continuous-time random walks
Cited by in corpus (7)
- Role of initial conditions in diffusive systems: compressibility, hyperuniformity and long-term memory
- Giant leaps and long excursions: fluctuation mechanisms in systems with long-range memory
- A memory-induced diffusive-superdiffusive transition: ensemble and time-averaged observables
- Inhomogeneous diffusion and ergodicity breaking induced by global memory effects
- Non-stationary Markovian Replication Process causing Diverse Diffusions
- Diffusion with preferential relocation in a confining potential
- Random walk with hyperbolic probabilities