Ergodic properties of continuous-time random walks: finite-size effects and ensemble dependences

TL;DR

This paper analytically examines how spatial confinement and initial ensemble conditions affect ergodic properties in continuous-time random walks, revealing persistent anomalous diffusion and slow convergence to ergodicity in finite systems.

Contribution

It provides a detailed analysis of ergodic properties in CTRWs, highlighting the effects of confinement, initial conditions, and the slow transition from weak to strong ergodicity.

Findings

TAMSD shows a crossover from normal to anomalous diffusion due to confinement.

The diffusion constant's distribution follows a transient Mittag-Leffler distribution.

Weak ergodicity breaking persists for long measurement times.

Abstract

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e., distributions of the first waiting time). Here, we consider two ensembles: the equilibrium and a typical non-equilibrium ensembles. For both ensembles, it is shown that the time-averaged mean square displacement (TAMSD) exhibits a crossover from normal to anomalous diffusion due to the spacial confinement and this crossover does not vanish even in the long measurement time limit. Moreover, for the non-equilibrium ensemble, we show that the probability density function of the diffusion constant of TAMSD follows the transient Mittag-Leffler distribution, and that scatter in the TAMSD shows a clear transition from weak ergodicity breaking (an irreproducible regime) to ordinary ergodic behavior (a reproducible regime) as the measurement time increases. This convergence to ordinary ergodicity requires a long measurement time compared to common distributions such as the exponential distribution; in other words, the weak ergodicity breaking persists for a long time. In addition, it is shown that, besides the TAMSD, a class of observables also exhibits this slow convergence to ergodicity. We also point out that, even though the system with the equilibrium initial ensemble shows no aging, its behavior is quite similar to that for the non-equilibrium ensemble.