Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5495786 | Annals of Physics | 2017 | 38 Pages |
Abstract
In this work, we study the behaviour of time-averages for stationary (non-ageing), but ergodicity-breaking Gaussian processes using their representation in Fourier space. We provide explicit formulae for various time-averaged quantities, such as mean square displacement, density, and analyse the behaviour of time-averaged characteristic function, which gives insight into rich memory structure of the studied processes. Moreover, we show applications of the ergodic criteria in Fourier space, determining the ergodicity of the generalised Langevin equation's solutions.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Physics and Astronomy (General)
Authors
Jakub ÅlÄzak,