Fluctuations around equilibrium laws in ergodic continuous-time random walks

Johannes H. P. Schulz and Eli Barkai
Phys. Rev. E 91, 062129 – Published 19 June 2015

Abstract

We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

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  • Received 17 September 2014

DOI:https://doi.org/10.1103/PhysRevE.91.062129

©2015 American Physical Society

Authors & Affiliations

Johannes H. P. Schulz and Eli Barkai

  • Department of Physics, Institute of Nanotechnology and Advanced Materials, Bar-Ilan University, Ramat Gan 52900, Israel

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Issue

Vol. 91, Iss. 6 — June 2015

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