Ergodicity breakdown and scaling from single sequences

DOI10.1016/J.CHAOS.2007.01.062zbMATH Open1197.37101OpenAlexW2003015438MaRDI QIDQ711956FDOQ711956

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

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Mathematics Subject Classification ID

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

Cites Work

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

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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