Schr¨odinger’s question of when the time average of an ob- servable along a single realization equals its ensemble av- erage has remained largely conceptual outside biophysics. We show that the classical Mean Square Displacement (MSD) slope ˆ αraw on the raw series, on its own, agrees with documented ergodicity verdicts on a wide range of canonical systems but does not discriminate qualita- tively distinct mechanisms of non-ergodicity that share the same scalar slope. We therefore introduce the Multigrade MSD Vector: the collection of MSD slopes ˆ α (c) 16 c=1 computed channel-by-channel on the Clifford- algebra moment-tensor signature C (y; t) ∈R16 derived from the kinematic embedding q (t) = (yt, ∆yt, ∆2yt) ∈ Cl (3, 0). We validate the diagnostic on five canonical syn- thetic processes (recovering α= 2Hexactly for fractional Brownian motion) ; on a Lennard-Jones gas at three tem- peratures (yielding α≈0, the quantitative footprint of Boltzmann ergodicity) ; on a 3D Edwards–Anderson spin glass at T <Tg (where two replicas of the same Hamil- tonian give α= 0. 01 and α= 1. 01, the operational sig- nature of Parisi replica symmetry breaking) ; on the 14 Nelson–Plosser macroeconomic series (13/14 agreement with the original 1982 unit-root verdict) ; on Argentine income deciles 1991–2024 (panel α= 1. 11, all individual deciles non-ergodic except deciles 8–9) ; on Panel Study of Income Dynamics 1968–2023 (panel αfalls from 0. 75 pre- 1985 to 0. 35 post-1985, directionally consistent with the fading absolute mobility documented by Chetty et al. ) ; and on the World Inequality Database covering 200+ countries (where∼92% of national Gini trajectories are non-ergodic and the prediction that Nordic economies are ergodic is quantitatively refuted). The mean MSD slope on the bivector sub-block, ⟨ˆ α (2) ⟩, separates classical in- tegrated processes (random walk, fBm; ⟨ˆ α (2) ⟩≈0) from structurally non-ergodic processes (P´olya urn; ⟨ˆ α (2) ⟩< 0) that share the same ˆ αraw. On real data, the vec- tor reveals mechanistic distinctions invisible to the scalar test: Sweden and Norway, comparable in ˆ αraw, occupy different mechanistic regimes (Sweden: bivector-negative structural; Norway: I (1) -pure) ; PSID 1968-1985 vs 1986- 2023, similar in scalar dynamics, separate into qualita- tively distinct mechanism classes. The two-dimensional plane (ˆ αraw, ⟨ˆ α (2) ⟩) is the central diagnostic of the pa- per. The construction has two operational advantages over the scalar slope: (i) interpretability — each compo- nent of the vector is the MSD slope of an algebraically- meaningful object (level, velocity, scalar product, bivec- tor, trivector), so a series is classified not just as “ergodic / non-ergodic” but as a specific mechanism class (I (1) - pure, P´olya-like structural, anomalous-diffusive) ; and (ii) short-trajectory power — the kinematic whitening ˜ q = Σ−1/2 q q on which the channels are built decorrelates the three components of the embedding and materially improves the discriminative power at small T, lifting Co- hen’s d for P´olya-vs-RW separation from∼0 to 0. 77 at T = 50 where the non-whitened diagnostic fails.
Building similarity graph...
Analyzing shared references across papers
Loading...
qxabrbz
Pontificia Universidad Católica Argentina
Building similarity graph...
Analyzing shared references across papers
Loading...
qxabrbz (Thu,) studied this question.
www.synapsesocial.com/papers/69f594e171405d493afffbdf — DOI: https://doi.org/10.5281/zenodo.19930873