Simple models for strictly non-ergodic stochastic processes of macroscopic systems

Abstract

We investigate simple models for strictly non-ergodic stochastic processes xt (t being the discrete time step) focusing on the expectation value v and the standard deviation δ v of the empirical variance v[x] of finite time series x. xt is averaged over a fluctuating field σr (r being the microcell position) characterized by a quenched spatially correlated Gaussian field. Due to the quenched field δ v( t) becomes a finite constant, ne > 0, for large sampling times t. The volume dependence of the non-ergodicity parameter ne is investigated for different spatial correlations. Models with marginally long-ranged -correlations are successfully mapped on shear-stress data from simulated amorphous glasses of polydisperse beads.

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