Time averages in continuous time random walks

Felix Thiel, Igor M. Sokolov

Published 2016-06-03Version 1

We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as well the apparent diffusion constant, grow linearly with $N$, provided the steps possess a fourth moment and can not accumulate in small intervals. Consequently, the fluctuations of the latter are dominated by the fluctuations of $N$, and fluctuations of the walker's thermal history are irrelevant. Furthermore, we show that the relative scatter decays as $1/\sqrt{N}$, which suppresses all non-linear features in a plot of the TASD against the lag time. Parts of our arguments also hold for continuous time random walks with correlated steps.