Concepedia

Ergodicity Of Diffusions

Ergodicity of Diffusions is a theoretical property in stochastic process theory characterizing a diffusion process whose time averages almost surely converge to the corresponding ensemble averages with respect to a unique invariant distribution, thereby ensuring long-term statistical stability and representativeness of sample paths.

606

Publications

32.1K

Citations

847

Authors

516

Institutions

Publications per year

2017–2026

96

Parents

Publications

606

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

Ralf Metzler, Jae‐Hyung Jeon, Andrey G. Cherstvy et al. · Physical Chemistry Chemical Physics · 2014 · 1.8K citations · Full text

, , +11

<i>In Vivo</i>Anomalous Diffusion and Weak Ergodicity Breaking of Lipid Granules

Jae‐Hyung Jeon, Vincent Tejedor, Eli Barkai et al. · Physical Review Letters · 2011 · 659 citations · Full text

, , +17

Random Time-Scale Invariant Diffusion and Transport Coefficients

Yiwen He, Stanislav Burov, Ralf Metzler et al. · Physical Review Letters · 2008 · 565 citations · Full text

, , +17

DIFFUSION PROCESSES AND THEIR SAMPLE PATHS

Samuel Taylor · Journal of the London Mathematical Society · 1967 · 516 citations

, , +13

Asymptotic Properties of Hybrid Diffusion Systems

Chao Zhu, George Yin · SIAM Journal on Control and Optimization · 2007 · 417 citations

, , +16

1–5 of 606

Authors

847

  1. RM
    Ralf Metzler

    University of Potsdam, Germany

    31 publications · 5.5K citations

    27

    h-index

  2. AG
    Andrey G. Cherstvy

    University of Potsdam, Germany

    18 publications · 3.4K citations

    18

    h-index

  3. EB
    Eli Barkai

    Bar-Ilan University, Israel

    15 publications · 4.4K citations

    15

    h-index

  4. TA
    Takuma Akimoto

    Keio University, Japan

    10 publications · 439 citations

    10

    h-index

  5. MR
    Michael Röckner

    Bielefeld University, Germany

    7 publications · 317 citations

    7

    h-index

1–5 of 847

Institutions

516

  1. University of Potsdam

    Potsdam, Germany

    27 h-index

    67 publications

    9K citations

  2. Bar-Ilan University

    Ramat Gan, Israel

    19 h-index

    34 publications

    7.9K citations

  3. Centre National de la Recherche Scientifique

    Paris, France

    19 h-index

    48 publications

    3K citations

  4. Université Paris Cité

    Paris, France

    10 h-index

    16 publications

    686 citations

  5. Institute of Mathematics

    Warsaw, Poland

    10 h-index

    18 publications

    838 citations

  6. Wrocław University of Science and Technology

    Wroclaw, Poland

    10 h-index

    20 publications

    768 citations

  7. Humboldt-Universität zu Berlin

    Berlin, Germany

    10 h-index

    16 publications

    822 citations

  8. Beijing Normal University

    Beijing, China

    10 h-index

    11 publications

    375 citations

1–8 of 516

Venues

  1. Stochastic Processes and their Applications

    38 publications · 1.9K citations

    25

    h-index

  2. Physical Review E

    PRE · 16 publications · 1.3K citations

    16

    h-index

  3. Probability Theory and Related Fields

    20 publications · 742 citations

    16

    h-index

  4. Physical review. E

    PRE · 23 publications · 781 citations

    15

    h-index

  5. The Annals of Probability

    15 publications · 956 citations

    14

    h-index

1–5