Ergodicity Breaking in a Deterministic Dynamical System

The concept of weak ergodicity breaking is defined and studied in the context of deterministic dynamics. We show that weak ergodicity breaking describes a weakly chaotic dynamical system: a nonlinear map which generates subdiffusion deterministically. In the non-ergodic phase non-trivial distribution of the fraction of occupation times is obtained. The visitation fraction remains uniform even in the non-ergodic phase. In this sense the non-ergodicity is quantified, leading to a statistical mechanical description of the system even though it is not ergodic.Comment: 11 pages, 4 figure

Stochastic Ergodicity Breaking: a Random Walk Approach

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a potential field, we obtain the non-ergodic properties of the random walk which show strong deviations from Boltzmann--Gibbs theory. We derive the distribution function of occupation times in a bounded region of space which, in the ergodic phase recovers the Boltzmann--Gibbs theory, while in the non-ergodic phase yields a generalized non-ergodic statistical law.Comment: 5 pages, 3 figure

Residence time statistics for NN blinking quantum dots and other stochastic processes

We present a study of residence time statistics for $N$ blinking quantum dots. With numerical simulations and exact calculations we show sharp transitions for a critical number of dots. In contrast to expectation the fluctuations in the limit of $N \to \infty$ are non-trivial. Besides quantum dots our work describes residence time statistics in several other many particle systems for example $N$ Brownian particles. Our work provides a natural framework to detect non-ergodic kinetics from measurements of many blinking chromophores, without the need to reach the single molecule limit

Distribution of Time-Averaged Observables for Weak Ergodicity Breaking

We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and Boltzmann's statistics, while for the anomalous subdiffusive case a weakly non-ergodic statistical mechanical framework is constructed, which is based on L\'evy's generalized central limit theorem. As an example we calculate the distribution of $\bar{X}$: the time average of the position of the particle, for unbiased and uniformly biased particles, and show that $\bar{X}$ exhibits large fluctuations compared with the ensemble average $$.Comment: 5 pages, 2 figure

Towards deterministic equations for Levy walks: the fractional material derivative

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We derive a generalized dynamical formulation for Levy walks in which the fractional equivalent of the material derivative occurs. Our approach will be useful for the dynamical formulation of Levy walks in an external force field or in phase space for which the description in terms of the continuous time random walk or its corresponding generalized master equation are less well suited

Analytical and Numerical Study of Internal Representations in Multilayer Neural Networks with Binary Weights

We study the weight space structure of the parity machine with binary weights by deriving the distribution of volumes associated to the internal representations of the learning examples. The learning behaviour and the symmetry breaking transition are analyzed and the results are found to be in very good agreement with extended numerical simulations.Comment: revtex, 20 pages + 9 figures, to appear in Phys. Rev.

Residence Time Statistics for Normal and Fractional Diffusion in a Force Field

We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved. The solution gives a general relation between occupation time statistics and probability currents which are found from solutions of the corresponding problem of first passage time. This general relationship between occupation times and first passage times, is valid for normal Markovian diffusion and for non-Markovian sub-diffusion, the latter modeled using the fractional Fokker-Planck equation. For binding potential fields we find in the long time limit ergodic behavior for normal diffusion, while for the fractional framework weak ergodicity breaking is found, in agreement with previous results of Bel and Barkai on the continuous time random walk on a lattice. For non-binding potential rich physical behaviors are obtained, and classification of occupation time statistics is made possible according to whether or not the underlying random walk is recurrent and the averaged first return time to the origin is finite. Our work establishes a link between fractional calculus and ergodicity breaking.Comment: 12 page

Non-ergodic Intensity Correlation Functions for Blinking Nano Crystals

We investigate the non-ergodic properties of blinking nano-crystals using a stochastic approach. We calculate the distribution functions of the time averaged intensity correlation function and show that these distributions are not delta peaked on the ensemble average correlation function values; instead they are W or U shaped. Beyond blinking nano-crystals our results describe non-ergodicity in systems stochastically modeled using the Levy walk framework for anomalous diffusion, for example certain types of chaotic dynamics, currents in ion-channel, and single spin dynamics to name a few.Comment: 5 pages, 3 figure

A Random Walk to a Non-Ergodic Equilibrium Concept

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this manuscript a non-ergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point, approaches U or W shaped distributions related to the arcsin law. We show that when conditions of detailed balance are applied, these distributions depend on the partition function of the problem, thus establishing a relation between the non-ergodic dynamics and canonical statistical mechanics. In the ergodic phase the distribution function of the occupation times approaches a delta function centered on the value predicted based on standard Boltzmann-Gibbs statistics. Relation of our work with single molecule experiments is briefly discussed.Comment: 14 pages, 6 figure

Comment on "Mean First Passage Time for Anomalous Diffusion"

We correct a previously erroneous calculation [Phys. Rev. E 62, 6065 (2000)] of the mean first passage time of a subdiffusive process to reach either end of a finite interval in one dimension. The mean first passage time is in fact infinite.Comment: To appear in Phys. Rev.