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• W2903048762 abstract "Recent results in single-particle experiments show that many complex systems display ergodicity breaking. In this paper we demonstrate how to transform a non-ergodic anomalous diffusion process in order to recover the ergodicity property. In the introduced method we use the so-called Lamperti transformation. Our approach enables us to perform statistical inference using only one recorded trajectory of the analyzed process even in the case when the original process displays ergodicity breaking. The method can be applied to examine many important examples of non-ergodic anomalous diffusion models, including space-time fractional Fokker-Planck equations, Lévy walks or subordinated fractional Brownian motions." @default.
• W2903048762 created "2018-12-11" @default.
• W2903048762 creator A5012658429 @default.
• W2903048762 creator A5055841492 @default.
• W2903048762 date "2019-06-01" @default.
• W2903048762 modified "2023-10-01" @default.
• W2903048762 title "Lamperti transformation - Cure for ergodicity breaking" @default.
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• W2903048762 doi "https://doi.org/10.1016/j.cnsns.2018.11.020" @default.
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