2013
DOI: 10.1103/physreve.88.062124
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Transient aging in fractional Brownian and Langevin-equation motion

Abstract: Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when… Show more

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Cited by 47 publications
(47 citation statements)
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“…In the plots for the scaling exponent t b ( ) in figure 6(B) the significant spike-like signal at 1 D~is interpreted as an effect of the first collision of particles and the resulting onset of an effective confinement. We note that even in effective one-particle theories pronounced oscillations occur at the crossover point between the initial ballistic and the overdamped regime [125,126].…”
mentioning
confidence: 80%
“…In the plots for the scaling exponent t b ( ) in figure 6(B) the significant spike-like signal at 1 D~is interpreted as an effect of the first collision of particles and the resulting onset of an effective confinement. We note that even in effective one-particle theories pronounced oscillations occur at the crossover point between the initial ballistic and the overdamped regime [125,126].…”
mentioning
confidence: 80%
“…To this end it is simple to set up the derivation of higher moments, but it quickly becomes difficult to maintain analytical tractability. Future work should also include non-stationary and nonergodic effects, for instance, due to confinement or underdamped fractional Langevin behavior [57]. …”
Section: Discussionmentioning
confidence: 99%
“…Another interesting question is how the sensitivity to initial conditions translates to the time-averaged diffusivity, where, instead of averaging over an ensemble of trajectories at a given time, the mean-square displacement is computed from a time average over a single trajectory. The dependence of the time-averaged diffusivity on the initial conditions has so far only been discussed for special cases [71][72][73][74], and whether it will correspond to the stationary or nonstationary expression obtained here or to neither is an open question.…”
Section: Discussionmentioning
confidence: 99%