paper

Simple models for strictly non-ergodic stochastic processes of macroscopic systems

arXiv:2111.11115 · doi:10.1140/epje/s10189-021-00129-3

Abstract

We investigate simple models for strictly non-ergodic stochastic processes ( being the discrete time step) focusing on the expectation value and the standard deviation of the empirical variance of finite time series . is averaged over a fluctuating field ( being the microcell position) characterized by a quenched spatially correlated Gaussian field. Due to the quenched field becomes a finite constant, , for large sampling times . The volume dependence of the non-ergodicity parameter is investigated for different spatial correlations. Models with marginally long-ranged $\fr$-correlations are successfully mapped on shear-stress data from simulated amorphous glasses of polydisperse beads.

11 pages, 8 figures

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