Ergodic properties of anomalous diffusion processes

DOI10.1016/J.AOP.2011.04.015zbMath1227.82058OpenAlexW2092426513MaRDI QIDQ719708

Aleksander Weron, Marcin Magdziarz

Publication date: 11 October 2011

Published in: Annals of Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aop.2011.04.015

zbMATH Keywords

ergodicityOrnstein-Uhlenbeck processmixinganomalous diffusionfractional Fokker-Planck equationKhinchin theorem

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Ergodicity, mixing, rates of mixing (37A25) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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