Autocorrelation functions and ergodicity in diffusion with stochastic resetting

  title={Autocorrelation functions and ergodicity in diffusion with stochastic resetting},
  author={Viktor Stojkoski and Trifce Sandev and Ljupco Kocarev and Arnab K. Pal},
  journal={Journal of Physics A: Mathematical and Theoretical},
Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc. What remains less explored is the two time point correlation functions whose evaluation is often daunting since it requires the implementation of the exact time dependent probability density functions of the resetting processes which are unknown for most of… 
Ergodic descriptors of non-ergodic stochastic processes
The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far-from-equilibrium. Far-from-equilibrium, non-ergodicity reigns.
Ergodicity breaking in wealth dynamics: The case of reallocating geometric Brownian motion.
A growing body of empirical evidence suggests that the dynamics of wealth within a population tends to be nonergodic, even after rescaling the individual wealth with the population average. Despite
Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity
We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and income mobility, the feasibility of an individual to
Measures of physical mixing evaluate the economic mobility of the typical individual
Measures of economic mobility represent aggregated values for how wealth ranks of individuals change over time. Therefore, in certain circumstances mobility measures may not describe the feasibility
The inspection paradox in stochastic resetting
The remaining travel time of a plane shortens with every minute that passes from its departure, and a flame diminishes a candle with every second it burns. Such everyday occurrences bias us to think
Restoring ergodicity of stochastically reset anomalous-diffusion processes
Wei Wang ,1,2,* Andrey G. Cherstvy ,2,3,† Ralf Metzler ,2,‡ and Igor M. Sokolov 3,4,§ 1Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Straße 38, 01187 Dresden, Germany 2Institute


Mathematical methods for physicists 6th ed.
Ergodic Theory vol 2 (Cambridge
  • 1989
Ergodic Theory and Statistical Mechanics vol 1115 (Berlin: Springer
  • 2007
Advanced Probability II or Almost None of Stochastic Processes pp
  • 2006
A Course in Probability Theory (New York: Academic
  • 2001
Advanced Probability II or Almost None of Stochastic Processes
  • 2006
Advanced Probability II or
  • Almost None of Stochastic Processes,
  • 2006