{ "id": "1808.02737", "version": "v1", "published": "2018-08-08T12:18:01.000Z", "updated": "2018-08-08T12:18:01.000Z", "title": "Infinite Ergodic Theory for Heterogeneous Diffusion Processes", "authors": [ "N. Leibovich", "E. Barkai" ], "comment": "16 pages, 12 figures, 2 tables", "categories": [ "cond-mat.stat-mech" ], "abstract": "We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\\sim |x-\\tilde{x}|^{2-2/\\alpha}$ in the vicinity of a point $\\tilde{x}$, where $\\alpha$ can be either positive or negative. We find that a nonnormalized state, also called an infinite density, describes statistical properties of the system. For processes under investigation, the time averages of a wide class of observables, are obtained using an ensemble average with respect to the nonnormalized density. A Langevin equation which involves multiplicative noise may take different interpretation; It\\^o, Stratonovich, or H\\\"anggi-Klimontovich, so the existence of an infinite density, and the density's shape, are both related to the considered interpretation and the structure of $D(x)$.", "revisions": [ { "version": "v1", "updated": "2018-08-08T12:18:01.000Z" } ], "analyses": { "keywords": [ "infinite ergodic theory", "heterogeneous diffusion processes", "infinite density", "langevin equation", "multiplicative noise" ], "note": { "typesetting": "TeX", "pages": 16, "language": "en", "license": "arXiv", "status": "editable" } } }