Fluctuations around equilibrium laws in ergodic continuous-time random walks.

We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

Area coverage of radial Lévy flights with periodic boundary conditions.

We consider the area coverage of radial Lévy flights in a finite square area with periodic boundary conditions. From simulations we show how the fractal path dimension d(f) and thus the degree of area coverage depends on the number of steps of the trajectory, the size of the area, and the resolution of the applied box counting algorithm. For sufficiently long trajectories and not too high resolution, the fractal dimension returned by the box counting method equals two, and in that sense the Lévy flight fully covers the area. Otherwise, the determined fractal dimension equals the stable index of the distribution of jump lengths of the Lévy flight. We provide mathematical expressions for the turnover between these two scaling regimes. As complementary methods to analyze confined Lévy flights we investigate fractional order moments of the position for which we also provide scaling arguments. Finally, we study the time evolution of the probability density function and the first passage time density of Lévy flights in a square area. Our findings are of interest for a general understanding of Lévy flights as well as for the analysis of recorded trajectories of animals searching for food or for human motion patterns.

Aging effects and population splitting in single-particle trajectory averages.

We study time averages of single particle trajectories in scale-free anomalous diffusion processes, in which the measurement starts at some time t(a)>0 after initiation of the process at t=0. Using aging renewal theory, we show that for such nonstationary processes a large class of observables are affected by a unique aging function, which is independent of boundary conditions or the external forces. Moreover, we discuss the implications of aging induced population splitting: with growing age t(a) of the process, an increasing fraction of particles remains motionless in a measurement of fixed duration. Consequences for single biomolecule tracking in live cells are discussed.