Ergodic properties of fractional Brownian-Langevin motion

被引:337
作者
Deng, Weihua [1 ,2 ]
Barkai, Eli [1 ]
机构
[1] Bar Ilan Univ, Dept Phys, IL-52900 Ramat Gan, Israel
[2] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
来源
PHYSICAL REVIEW E | 2009年 / 79卷 / 01期
关键词
ANOMALOUS DIFFUSION; RANDOM-WALKS;
D O I
10.1103/PhysRevE.79.011112
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We investigate the time average mean-square displacement (delta(2)) over bar (x(t)) = integral(0) (t-Delta)[x(t' + Delta) -x(t')](2)dt'/(t-Delta) for fractional Brownian-Langevin motion where x (t) is the stochastic trajectory and Delta is the lag time. Unlike the previously investigated continuous-time random-walk model, (delta(2)) over bar converges to the ensemble average < x(2)> similar to t(2H) in the long measurement time limit. The convergence to ergodic behavior is slow, however, and surprisingly the Hurst exponent H = 3/4 marks the critical point of the speed of convergence. When H < 3/4, the ergodicity breaking parameter E-B = [<[(delta(2)) over bar (x(t))](2)> - <(delta(2)) over bar (x(t))>(2)] / <(delta(2)) over bar (x(t))>(2) similar to k(H)Delta t(-1), when H = 3/4, E-B similar to (9/16) (ln t)Delta t(-1), and when 3/4 < H < 1, E-B similar to k(H)Delta(4-4H)t(4H-4). In the ballistic limit H -> 1 ergodicity is broken and E-B similar to 2. The critical point H = 3/4 is marked by the divergence of the coefficient k (H). Fractional Brownian motion as a model for recent experiments of subdiffusion of mRNA in the cell is briefly discussed, and a comparison with the continuous-time random-walk model is made.
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页数:7
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