Nonergodicity of reset geometric Brownian motion.
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DOI: 10.1103/physreve.105.l012106
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… read more here.
Keywords: brownian motion; geometric brownian; reset geometric; nonergodicity reset ... See more keywords