Persistence exponents of self-interacting random walks

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Main Authors: Brémont, Julien, Régnier, Léo, Bénichou, Olivier, Voituriez, Raphaël
Format: Preprint
Published: 2024
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author Brémont, Julien
Régnier, Léo
Bénichou, Olivier
Voituriez, Raphaël
author_facet Brémont, Julien
Régnier, Léo
Bénichou, Olivier
Voituriez, Raphaël
contents The persistence exponent, which characterises the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining this exponent for non-Markovian processes is known to be a difficult task, and exact results remain scarce despite sustained efforts. In this Letter, we consider the fundamental class of self-interacting random walks (SIRWs), which display long-range memory effects that result from the interaction of the random walker at time $t$ with the territory already visited at earlier times $t'<t$. We compute exactly the persistence exponent for all physically relevant SIRWs. As a byproduct, we also determine the splitting probability of these processes. Besides their intrinsic theoretical interest, these results provide a quantitative characterization of the exploration process of SIRWs, which are involved in fields as diverse as foraging theory, cell biology, and machine learning.
format Preprint
id arxiv_https___arxiv_org_abs_2410_18699
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Persistence exponents of self-interacting random walks
Brémont, Julien
Régnier, Léo
Bénichou, Olivier
Voituriez, Raphaël
Statistical Mechanics
Probability
The persistence exponent, which characterises the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining this exponent for non-Markovian processes is known to be a difficult task, and exact results remain scarce despite sustained efforts. In this Letter, we consider the fundamental class of self-interacting random walks (SIRWs), which display long-range memory effects that result from the interaction of the random walker at time $t$ with the territory already visited at earlier times $t'<t$. We compute exactly the persistence exponent for all physically relevant SIRWs. As a byproduct, we also determine the splitting probability of these processes. Besides their intrinsic theoretical interest, these results provide a quantitative characterization of the exploration process of SIRWs, which are involved in fields as diverse as foraging theory, cell biology, and machine learning.
title Persistence exponents of self-interacting random walks
topic Statistical Mechanics
Probability
url https://arxiv.org/abs/2410.18699