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We derive. the ensemble- and time-averaged mean-squared displacements (MSD, TAMSD) for Poisson-reset geometric Brownian motion (GBM), in agreement with simulations. We find MSD and TAMSD saturation for frequent resetting, quantify… Click to show full abstract
We derive. the ensemble- and time-averaged mean-squared displacements (MSD, TAMSD) for Poisson-reset geometric Brownian motion (GBM), in agreement with simulations. We find MSD and TAMSD saturation for frequent resetting, quantify the spread of TAMSDs via the ergodicity-breaking parameter and compute distributions of prices. General MSD-TAMSD nonequivalence proves reset GBM nonergodic.
Keywords:
brownian motion;
geometric brownian;
reset geometric;
nonergodicity reset;
msd tamsd
Journal Title: Physical review. E
Year Published: 2022
Link to full text (if available)
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Journal Title: Physical review. E
Year Published: 2022
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!