Article ID Journal Published Year Pages File Type
5495786 Annals of Physics 2017 38 Pages PDF
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
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