Give

ECE Seminar Series


ECE Seminar Series

Title: Infinite densities, and the Moses/Noah/Joseph effects in anomalous diffusion
Speaker: Erez Aghion
Affiliation: Max-Planck Institute for Complex Systems, Dresden, Germany
Day: Friday, March 6, 2020
Time: 2:00 pm - 3:00 pm
Location: Weber 223

Abstract: When we obtain a "blind" ensemble of data sets, representing individual time series of experimental data, we don't usually know which type of stochastic process describes the dynamics that generated it. It is important to know if our data represents normal or anomalous diffusion, and if it is the latter - what are the basic properties in the underlying process, which are responsible for this phenomenon? Using a well known process, known as Levy walk, as an example, we show that the scaling of the mean-squared displacement of the process with time, can be decomposed into the sum of three other exponents, which tell us individually whether our process is anomalous due to non-stationary increments, power-law distributions, or intrinsic time-correlations (respectively known as "Moses", "Noah" and "Joseph" effects). The appearance of these effects, may indicate that an infinite-density lies at the root of all these processes.