Periodicity in the autocorrelation function as a mechanism for regularly occurring zero crossings or extreme values of a Gaussian process

Debye Brownian oscillator and Debye-type noise: A series solution versus Monte Carlo simulation

For the Debye Brownian oscillator, we present a series solution to the generalized Langevin equation describing the motion of a particle. The external potential is considered to be a harmonic potential and the spectral density of driven noise is a hard cutoff at high finite frequencies. The results are in agreement with both numerical calculations and Monte Carlo simulations. We demonstrate abnormal weak ergodic breaking; specifically, the long-time average of the observable vanishes but the corresponding ensemble average continues to oscillate with time. This Debye Brownian oscillator does not arrive at an equilibrium state and undergoes underdamped-like motion for any model parameter. Nevertheless, ergodic behavior and equilibrium can be recovered concurrently using a strong bound potential. We give an understanding of the behavior as being the consequence of discrete breather modes in the lattices similar to the formation of an additional periodic signal. Furthermore, we compare the results calculated by cutting off separately the spectral density and the correlation function of colored noise.

Lacunarity of the zero crossings of Gaussian processes

A lacunarity analysis of the zero crossings derived from Gaussian stochastic processes with oscillatory autocorrelation functions is evaluated and reveals distinct multiscaling signatures depending on the smoothness and degree of anticorrelation of the process. These bear qualitative similarities and quantitative distinctions from an oscillatory deterministic signal and a Poisson random process both possessing the same mean interval size between crossings. At very small and large scales compared with the correlation length of the random processes, the lacunarity is similar to the Poisson but exhibits significant departures from Poisson behavior if there is a zero-frequency component to the process's power spectrum. A comparison of exact results with the gliding box technique that is frequently used to determine lacunarity demonstrates its inherent bias.