Exact analytic moments and ergodicity properties are derived for occupation times in Gaussian and fractional Brownian motions, with universal features identified via infinite ergodic theory and confirmed by simulations.
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Ergodic properties of functionals of Gaussian processes
Exact analytic moments and ergodicity properties are derived for occupation times in Gaussian and fractional Brownian motions, with universal features identified via infinite ergodic theory and confirmed by simulations.