Generalized arcsine laws for a sluggish random walker with subdiffusive growth
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arXiv
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| Format: | Preprint |
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2024
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| _version_ | 1866913713955536896 |
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| author | Del Vecchio, Giuseppe Del Vecchio Majumdar, Satya N. |
| author_facet | Del Vecchio, Giuseppe Del Vecchio Majumdar, Satya N. |
| contents | We study a simple one dimensional sluggish random walk model with subdiffusive growth. In the continuum hydrodynamic limit, the model corresponds to a particle diffusing on a line with a space dependent diffusion constant D(x)= |x|^{-α} and a drift potential U(x)=|x|^{-α}, where α\geq 0 parametrizes the model. For α=0 it reduces to the standard diffusion, while for α>0 it leads to a slow subdiffusive dynamics with the distance scaling as x\sim t^μ at late times with μ= 1/(α+2)\leq 1/2. In this paper, we compute exactly, for all α\ge 0, the full probability distributions of three observables for a sluggish walker of duration T starting at the origin: (i) the occupation time t_+ denoting the time spent on the positive side of the origin, (ii) the last passage time t_{\rm l} through the origin before T, and (iii) the time t_M at which the walker is maximally displaced on the positive side of the origin. We show that while for α=0 all three distributions are identical and exhibit the celebrated arcsine laws of Lévy, they become different from each other for any α>0 and have nontrivial shapes dependent on α. This generalizes the Lévy's three arcsine laws for normal diffusion (α=0) to the subdiffusive sluggish walker model with a general α\geq 0. Numerical simulations are in excellent agreement with our analytical predictions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_22097 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Generalized arcsine laws for a sluggish random walker with subdiffusive growth Del Vecchio, Giuseppe Del Vecchio Majumdar, Satya N. Statistical Mechanics Mathematical Physics Probability We study a simple one dimensional sluggish random walk model with subdiffusive growth. In the continuum hydrodynamic limit, the model corresponds to a particle diffusing on a line with a space dependent diffusion constant D(x)= |x|^{-α} and a drift potential U(x)=|x|^{-α}, where α\geq 0 parametrizes the model. For α=0 it reduces to the standard diffusion, while for α>0 it leads to a slow subdiffusive dynamics with the distance scaling as x\sim t^μ at late times with μ= 1/(α+2)\leq 1/2. In this paper, we compute exactly, for all α\ge 0, the full probability distributions of three observables for a sluggish walker of duration T starting at the origin: (i) the occupation time t_+ denoting the time spent on the positive side of the origin, (ii) the last passage time t_{\rm l} through the origin before T, and (iii) the time t_M at which the walker is maximally displaced on the positive side of the origin. We show that while for α=0 all three distributions are identical and exhibit the celebrated arcsine laws of Lévy, they become different from each other for any α>0 and have nontrivial shapes dependent on α. This generalizes the Lévy's three arcsine laws for normal diffusion (α=0) to the subdiffusive sluggish walker model with a general α\geq 0. Numerical simulations are in excellent agreement with our analytical predictions. |
| title | Generalized arcsine laws for a sluggish random walker with subdiffusive growth |
| topic | Statistical Mechanics Mathematical Physics Probability |
| url | https://arxiv.org/abs/2410.22097 |