Generalized two-state random walk model: Nontrivial anomalous diffusion, aging, and ergodicity breaking.

Abstract

The intermittent stochastic motion is a dichotomous process that alternates between two distinct states. This phenomenon, observed across various physical and biological systems, is attracting increasing interest and highlighting the need for comprehensive theories to describe it. In this paper, we introduce a generalized intermittent random walk model based on a renewal process that alternates between the continuous time random walk (CTRW) state and the generalized Lévy walk (gLW) state. Notably, the nonlinear space-time coupling inherent in the gLW state allows this generalized model to encompass a variety of random walk models and makes it applicable to diverse systems. By deriving the velocity correlation function and utilizing the scaling Green-Kubo relation, the ensemble-averaged and time-averaged mean-squared displacement (MSD) is calculated, and the anomalous diffusive behavior, aging effect, and ergodic property of the model are further analyzed and discussed. The results reveal that, due to the intermittent nature, there are two diffusive terms in the expression of the MSD, and the diffusion can be intermediately characterized by the diffusive term with the largest diffusion coefficient instead of the diffusive term with the largest diffusion exponent, which is significantly different from single-state stochastic process. We demonstrate that, due to the power-law distribution of sojourn times, nonlinear space-time coupling, and intermittent characteristics, both ergodicity and nonergodicity can coexist in intermittent stochastic processes.