TY - JOUR
T1 - Non-normalizable densities in strong anomalous diffusion
T2 - Beyond the central limit theorem
AU - Rebenshtok, Adi
AU - Denisov, Sergey
AU - Hänggi, Peter
AU - Barkai, Eli
PY - 2014/3/17
Y1 - 2014/3/17
N2 - Strong anomalous diffusion, where 〈|x(t)|q〉∼tqν(q) with a nonlinear spectrum ν(q)≠const, is wide spread and has been found in various nonlinear dynamical systems and experiments on active transport in living cells. Using a stochastic approach we show how this phenomenon is related to infinite covariant densities; i.e., the asymptotic states of these systems are described by non-normalizable distribution functions. Our work shows that the concept of infinite covariant densities plays an important role in the statistical description of open systems exhibiting multifractal anomalous diffusion, as it is complementary to the central limit theorem.
AB - Strong anomalous diffusion, where 〈|x(t)|q〉∼tqν(q) with a nonlinear spectrum ν(q)≠const, is wide spread and has been found in various nonlinear dynamical systems and experiments on active transport in living cells. Using a stochastic approach we show how this phenomenon is related to infinite covariant densities; i.e., the asymptotic states of these systems are described by non-normalizable distribution functions. Our work shows that the concept of infinite covariant densities plays an important role in the statistical description of open systems exhibiting multifractal anomalous diffusion, as it is complementary to the central limit theorem.
UR - http://www.scopus.com/inward/record.url?scp=84897825729&partnerID=8YFLogxK
U2 - 10.1103/PhysRevLett.112.110601
DO - 10.1103/PhysRevLett.112.110601
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C2 - 24702341
SN - 0031-9007
VL - 112
JO - Physical Review Letters
JF - Physical Review Letters
IS - 11
M1 - 110601
ER -