Ensemble fluctuations matter for variances of macroscopic variables


Abstract in English

Extending recent work on stress fluctuations in complex fluids and amorphous solids we describe in general terms the ensemble average $v(Delta t)$ and the standard deviation $delta v(Delta t)$ of the variance $v[mathbf{x}]$ of time series $mathbf{x}$ of a stochastic process $x(t)$ measured over a finite sampling time $Delta t$. Assuming a stationary, Gaussian and ergodic process, $delta v$ is given by a functional $delta v_G[h]$ of the autocorrelation function $h(t)$. $delta v(Delta t)$ is shown to become large and similar to $v(Delta t)$ if $Delta t$ corresponds to a fast relaxation process. Albeit $delta v = delta v_G[h]$ does not hold in general for non-ergodic systems, the deviations for common systems with many microstates are merely finite-size corrections. Various issues are illustrated for shear-stress fluctuations in simple coarse-grained model systems.

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