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Ergodicity testing for anomalous diffusion: Small sample statistics

delete2015-04-08
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PRE
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J
Joanna Janczura *
A
Aleksander Weron
DOI:10.1063/1.4916912delete
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摘要

摘要

En 中文
The analysis of trajectories recorded in experiments often requires calculating time averages instead of ensemble averages. According to the Boltzmann hypothesis, they are equivalent only under the assumption of ergodicity. In this paper, we implement tools that allow to study ergodic properties. This analysis is conducted in two classes of anomalous diffusion processes: fractional Brownian motion and subordinated Ornstein-Uhlenbeck process. We show that only first of them is ergodic. We demonstrate this by applying rigorous statistical methods: mean square displacement, confidence intervals, and dynamical functional test. Our methodology is universal and can be implemented for analysis of many experimental data not only if a large sample is available but also when there are only few trajectories recorded. (C) 2015 AIP Publishing LLC.
Keyword:
DYNAMICS
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期刊

Journal of Chemical Physics 封面图
Journal of Chemical Physics
IF:
3.1
论文数:
7.2W
被引数:
23.2W

机构

W
wroclaw university of science & technology
学者数:
7.4K
论文数: 7.1K
被引数: 2
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