Ergodicity breakdown and scaling from single sequences

DOI10.1016/J.CHAOS.2007.01.062MaRDI QIDQ711956zbMATH OpenOpenAlexFDO

Authors Armen K. Kalashyan, Marco Buiatti, Paolo Grigolini

Publication date 28 October 2010

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2007.01.062

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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Cites work

• Compression and diffusion: a joint approach to detect complexity.
• ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY
• Statistics of the occupation time of renewal processes

Cited in

(7)

• Non-ergodic to ergodic regime transition via intrusions in a non-Poisson renewal system with power law tails
• Asymptotic behaviour of time averages for non-ergodic Gaussian processes
• Capturing deviation from ergodicity at different scales
• Multifractal diffusion entropy analysis: optimal bin width of probability histograms
• Quantifying the non-ergodicity of scaled Brownian motion
• Anomalous diffusion: temporal non-Markovianity and weak ergodicity breaking
• Lamperti transformation -- cure for ergodicity breaking

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