Genuine and spurious (non-)ergodicity in single particle tracking

TL;DR

This paper critically examines the common MSD-based criterion for ergodicity in single-particle tracking, proposing the MSI as a more reliable alternative to accurately identify genuine and spurious ergodic behavior.

Contribution

It introduces the mean-squared increment (MSI) as a superior criterion for assessing ergodicity, addressing limitations of the traditional MSD-based approach in stochastic models.

Findings

MSI effectively reveals weak ergodicity breaking.

MSI provides more accurate characterization of ergodicity.

MSI can detect asymptotic stationarity in ultraweak ergodicity breaking.

Abstract

In single-particle tracking experiments measuring anomalous diffusion dynamics, understanding ergodicity is crucial, as it ensures that the time average of an observable matches the ensemble average, and can thus be fitted with known ensemble-averaged observables. A commonly used criterion for assessing the ergodicity of a stochastic process is based on the comparison of the mean-squared displacement (MSD) with the time-averaged MSD (TAMSD). This approach has been widely applied and proves effective in cases of weak ergodicity breaking across various systems in both theoretical and experimental studies. However, there is relatively little discussion regarding the theoretical justification and limitations of this definition. Here, we demonstrate that this widely accepted criterion to some extent contradicts the classical definition of ergodicity as well as physical intuition, leading to spurious (non-)ergodicity results when applied to several well-known stochastic models. To address this limitation, we propose using the mean-squared increment (MSI) instead of the MSD for comparison of ensemble- and time-averaged observables. Several well-established examples demonstrate that our MSI-TAMSD criterion not only effectively reveals weak ergodicity breaking, equivalent to the MSD-TAMSD approach, but also provides a more accurate characterization of the genuine (non-)ergodicity of systems where the MSD-TAMSD method fails. Additionally, for systems exhibiting "ultraweak" ergodicity breaking, the MSI can reveal the asymptotic stationarity and ergodic nature of the process' increments. Our findings emphasize the important role of the MSI observable for SPT experiments and anomalous diffusion studies.