Bel and Nemenman, 2009

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G Bel and I Nemenman, Ergodic and non-ergodic anomalous diffusion in coupled stochastic processes. New J. Phys. 11 083009, 2009. PDF, arXiv.

Abstract

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long-time behavior of the mean square displacement. Anomalous diffusion is found. Since the diffusion exponent cannot be predicted using a simple scaling argument, anomalous scaling appears as well. We also find that the coupling can lead to ergodic or non-ergodic behavior of the studied process. We compare our theoretical predictions with numerical simulations and find an excellent agreement. The findings caution against treating biochemical systems coupled with unobserved dynamical degrees of freedom by means of standard, diffusive Langevin descriptions.