Nonergodicity of confined superdiffusive fractional Brownian motion

Phys Rev E. 2023 Nov;108(5):L052101. doi: 10.1103/PhysRevE.108.L052101.

Abstract

Using stochastic simulations supported by analytics we determine the degree of nonergodicity of box-confined fractional Brownian motion for both sub- and superdiffusive Hurst exponents H. At H>1/2 the nonequivalence of the ensemble- and time-averaged mean-squared displacements (TAMSDs) is found to be most pronounced (with a giant spread of individual TAMSDs at H→1), with two distinct short-lag-time TAMSD exponents.