We study the statistics of encounters of Lévy flights by introducing the concept of vicious Lévy flights - distinct groups of walkers performing independent Lévy flights with the process terminating upon the first encounter between walkers of different groups. We show that the probability that the process survives up to time $t$ decays as $t^{-α}$ at late times. We compute $α$ up to the second order in $ε$-expansion, where $ε=σ-d$, $σ$ is the Lévy exponent and $d$ is the spatial dimension. For $d=σ$, we find the exponent of the logarithmic decay exactly. Theoretical values of the exponents are confirmed by numerical simulations.
A vicious walker system consists of N random walkers on a line with any two walkers annihilating each other upon meeting. We study a system of N vicious accelerating walkers with the velocity undergoing Gaussian fluctuations, as opposed to the position. We numerically compute the survival probability exponent, α, for this system, which characterizes the probability for any two walkers not to meet. For example, for N = 3, α = 0.71 \pm 0.01. Based on our numerical data, we conjecture that 1/8N(N - 1) is an upper bound on α. We also numerically study N vicious Levy flights and find, for instance,…
We consider N vicious walkers moving in one dimension in a one-body potential v(x). Using the backward Fokker-Planck equation we derive exact results for the asymptotic form of the survival probability Q(x,t) of vicious walkers initially located at (x_1,...,x_N) = x, when v(x) is an arbitrary attractive potential. Explicit results are given for a square-well potential with absorbing or reflecting boundary conditions at the walls, and for a harmonic potential with an absorbing or reflecting boundary at the origin and the walkers starting on the positive half line. By mapping the problem of N vi…
We consider a generalisation of the vicious walker problem in which N random walkers in R^d are grouped into p families. Using field-theoretic renormalisation group methods we calculate the asymptotic behaviour of the probability that no pairs of walkers from different families have met up to time t. For d>2, this is constant, but for d<2 it decays as a power t^(-alpha), which we compute to O(epsilon^2) in an expansion in epsilon=2-d. The second order term depends on the ratios of the diffusivities of the different families. In two dimensions, we find a logarithmic decay (ln t)^(-alpha'), and …
We investigate the coalescence of two DNA-bubbles initially located at weak segments and separated by a more stable barrier region in a designed construct of double-stranded DNA. The characteristic time for bubble coalescence and the corresponding distribution are derived, as well as the distribution of coalescence positions along the barrier. Below the melting temperature, we find a Kramers-type barrier crossing behaviour, while at high temperatures, the bubble corners perform drift-diffusion towards coalescence. The results are obtained by mapping the bubble dynamics on the problem of two vi…
We derive exact and asymptotic results for the number of star and watermelon configurations of vicious walkers confined to lie between two impenetrable walls, as well as for the analogous problem for $\infty$-friendly walkers. Our proofs make use of results from symmetric function theory and the theory of basic hypergeometric series.
We establish a reflection principle for three lattice walkers and use this principle to reduce the enumeration of the configurations of three vicious walkers to that of configurations of two vicious walkers. In the combinatorial treatment of two vicious walkers, we make connections to two-chain watermelons and to the classical ballot problem. Precisely, the reflection principle leads to a bijection between three walks $(L_1, L_2, L_3)$ such that $L_2$ intersects both $L_1$ and $L_3$ and three walks $(L_1, L_2, L_3)$ such that $L_1$ intersects $L_3$. Hence we find a combinatorial interpretation…
We consider the diffusion scaling limit of the vicious walkers and derive the time-dependent spatial-distribution function of walkers. The dependence on initial configurations of walkers is generally described by using the symmetric polynomials called the Schur functions. In the special case in the scaling limit that all walkers are started from the origin, the probability density is simplified and it shows that the positions of walkers on the real axis at time one is identically distributed with the eigenvalues of random matrices in the Gaussian orthogonal ensemble. Since the diffusion scalin…
We consider a generalization of the vicious walker model. Using a bijection map between the path configuration of the non-intersecting random walkers and the hook Young diagram, we compute the probability concerning the number of walker's movements. Applying the saddle point method, we reveal that the scaling limit gives the Tracy--Widom distribution, which is same with the limit distribution of the largest eigenvalues of the Gaussian unitary ensemble.
A relationship of the random walks on one-dimensional periodic lattice and the correlation functions of the XX Heisenberg spin chain is investigated. The operator averages taken over the ferromagnetic state play a role of generating functions of the number of paths made by the so-called "vicious" random walkers (the vicious walkers annihilate each other provided they arrive at the same lattice site). It is shown that the two-point correlation function of spins, calculated over eigen-states of the XX magnet, can be interpreted as the generating function of paths made by a single walker in a med…
A system of Brownian motions in one-dimension all started from the origin and conditioned never to collide with each other in a given finite time-interval $(0, T]$ is studied. The spatial distribution of such vicious walkers can be described by using the repulsive eigenvalue-statistics of random Hermitian matrices and it was shown that the present vicious walker model exhibits a transition from the Gaussian unitary ensemble (GUE) statistics to the Gaussian orthogonal ensemble (GOE) statistics as the time $t$ is going on from 0 to $T$. In the present paper, we characterize this GUE-to-GOE trans…
We derive new results for the number of star and watermelon configurations of vicious walkers in the presence of an impenetrable wall by showing that these follow from standard results in the theory of Young tableaux, and combinatorial descriptions of symmetric functions. For the problem of $n$-friendly walkers, we derive exact asymptotics for the number of stars and watermelons both in the absence of a wall and in the presence of a wall.
We propose a model of semi-vicious walkers, which interpolates between the totally asymmetric simple exclusion process and the vicious walkers model, having the two as limiting cases. For this model we calculate the asymptotics of the survival probability for $m$ particles and obtain a scaling function, which describes the transition from one limiting case to another. Then, we use a fluctuation-dissipation relation allowing us to reinterpret the result as the particle current generating function in the totally asymmetric simple exclusion process. Thus we obtain the particle current distributio…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp. nonintersecting condition forever) in the future for the first-type (resp. second-type). It is shown that, when all particles start from the origin, their positions at time 1 in the first-type (resp. at time 1/2 in the second-type) process are identically distributed with the eigenvalues of Gaussian orthogonal (resp.unitary) random matrices. The second-type…
Using path integral techniques, we compute exactly the distribution of the maximal height H_p of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions (p-watermelons with a wall) and bridges (p-watermelons without a wall), for all integer p\ge 1. For large p, we show that < H_p > \sim \sqrt{2p} (excursions) whereas < H_p > \sim \sqrt{p} (bridges). Our exact results prove that previous numerical experiments only measured the pre-asymptotic behaviors and not the correct asymptotic ones. In addition, our method establishes a physical connection between…
We consider a statistical system in a planar wedge, for values of the bulk parameters corresponding to a first order phase transition and with boundary conditions inducing phase separation. Our previous exact field theoretical solution for the case of a single interface is extended to a class of systems, including the Blume-Capel model as the simplest representative, allowing for the appearance of an intermediate layer of a third phase. We show that the interfaces separating the different phases behave as trajectories of {\it vicious} walkers, and determine their passage probabilities. We also…
We study the extreme statistics of N non-intersecting Brownian motions (vicious walkers) over a unit time interval in one dimension. Using path-integral techniques we compute exactly the joint distribution of the maximum M and of the time τ_M at which this maximum is reached. We focus in particular on non-intersecting Brownian bridges ("watermelons without wall") and non-intersecting Brownian excursions ("watermelons with a wall"). We discuss in detail the relationships between such vicious walkers models in watermelons configurations and stochastic growth models in curved geometry on the one …
The XXZ Heisenberg chain is considered for two specific limits of the anisotropy parameter: $\Dl\to 0$ and $\Dl\to -\infty$. The corresponding wave functions are expressed by means of the symmetric Schur functions. Certain expectation values and thermal correlation functions of the ferromagnetic string operators are calculated over the base of N-particle Bethe states. The thermal correlator of the ferromagnetic string is expressed through the generating function of the lattice paths of random walks of vicious walkers. A relationship between the expectation values obtained and the generating fu…
Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually avoiding Brownian motion until a finite time t=T. In the short time limit $t \ll T$, the particle distribution is asymptotically described by Gaussian Unitary Ensemble (GUE) of random matrices. At the end time t = T, it is identical to that of Gaussian Orthogonal Ensemble (GOE). The Brownian motion is generally described by the dynamical correlations among parti…
A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding motion until a finite time $t=T$. Dynamical correlation functions among the walkers are exactly evaluated in the case with a wall at the origin. Taking an asymptotic limit $N \to \infty$, we observe discontinuous transitions in the dynamical correlations. It is further shown that the vicious walk model with a wall is equivalent to a parametric random matrix mod…
We investigate the coalescence of two DNA-bubbles initially located at weak domains and separated by a more stable barrier region in a designed construct of double-stranded DNA. In a continuum Fokker-Planck approach, the characteristic time for bubble coalescence and the corresponding distribution are derived, as well as the distribution of coalescence positions along the barrier. Below the melting temperature, we find a Kramers-type barrier crossing behavior, while at high temperatures, the bubble corners perform drift-diffusion towards coalescence. In the calculations, we map the bubble dyna…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the probability density function of eigenvalues of $N \times N$ Gaussian random matrices. The particle distribution depends on the ratio of the observation time $t$ and the time interval $T$ in which the nonintersecting condition is imposed. As $t/T$ is going on from 0 to 1, there occurs a transition of distribution, which is identified with the transition observe…
Spatially and temporally inhomogeneous evolution of one-dimensional vicious walkers with wall restriction is studied. We show that its continuum version is equivalent with a noncolliding system of stochastic processes called Brownian meanders. Here the Brownian meander is a temporally inhomogeneous process introduced by Yor as a transform of the Bessel process that is a motion of radial coordinate of the three-dimensional Brownian motion represented in the spherical coordinates. It is proved that the spatial distribution of vicious walkers with a wall at the origin can be described by the eige…
We consider $N$ Brownian particles moving on a line starting from initial positions ${\bf{u}}\equiv \{u_1,u_2,\dots u_N\}$ such that $0<u_1 < u_2 < \cdots < u_N$. Their motion gets stopped at time $t_s$ when either two of them collide or when the particle closest to the origin hits the origin for the first time. For $N=2$, we study the probability distribution function $p_1(m|{\bf{u}})$ and $p_2(m|{\bf{u}})$ of the maximal distance travelled by the $1^{\text{st}}$ and $2^{\text{nd}}$ walker till $t_s$. For general $N$ particles with identical diffusion constants $D$, we show that the probabili…
We show how a formula concerning ``vicious walkers'' (which basically are nonintersecting lattice paths) on the cylinder given by P.J. Forrester can be proved and generalized by using the Lindström--Gessel--Viennot method, after having things set up in the right way. We apply the corresponding results to the (thermodynamic limit of the) free energy of the ``lock step model of vicious walkers'', thus completing (and in one instance correcting) the work of Forrester . Moreover, we also show how a related formula given by I. Gessel and C. Krattenthaler can be obtained from the same ``point of vie…
We compute the joint probability density function (jpdf) P_N(M, τ_M) of the maximum M and its position τ_M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N \to \infty, this jpdf is peaked around M = \sqrt{2N} and τ_M = 1/2, while the typical fluctuations behave for large N like M - \sqrt{2N} \propto s N^{-1/6} and τ_M - 1/2 \propto w N^{-1/3} where s and w are correlated random variables. One obtains an explicit expression of the limiting jpdf P(s,w) in terms of the Tracy-Widom distribution for the Gaussian Orthogonal Ensemble (GOE) of Random M…
The system of one-dimensional symmetric simple random walks, in which none of walkers have met others in a given time period, is called the vicious walker model. It was introduced by Michael Fisher and applications of the model to various wetting and melting phenomena were described in his Boltzmann medal lecture. In the present report, we explain interesting connections among representation theory, probability theory, and random matrix theory using this simple diffusion particle system. Each vicious walk of $N$ walkers is represented by an $N$-tuple of nonintersecting lattice paths on the spa…
Recent works have explored the properties of Lévy flights with resetting in one-dimensional domains and have reported the existence of phase transitions in the phase space of parameters which minimizes the Mean First Passage Time (MFPT) through the origin [Phys. Rev. Lett. 113, 220602 (2014)]. Here we show how actually an interesting dynamics, including also phase transitions for the minimization of the MFPT, can also be obtained without invoking the use of Lévy statistics but for the simpler case of random walks with exponentially distributed flights of constant speed. We explore this dynamic…
A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a long-tailed distribution with a finite mean but an infinite variance. Here we consider an open system with boundary injection and removal of particles, at prescribed rates, and study the steady state properties of the system. In particular, we compute density profiles, current and current fluctuations in this system. We also consider the case of a finite density of L…
We consider three different models of N non-intersecting Brownian motions on a line segment [0,L] with absorbing (model A), periodic (model B) and reflecting (model C) boundary conditions. In these three cases we study a properly normalized reunion probability, which, in model A, can also be interpreted as the maximal height of N non-intersecting Brownian excursions on the unit time interval. We provide a detailed derivation of the exact formula for these reunion probabilities for finite N using a Fermionic path integral technique. We then analyse the asymptotic behavior of this reunion probab…
We consider a particle performing a stochastic motion on a one-dimensional lattice with jump widths distributed according to a power-law with exponent $μ+ 1$. Assuming that the walker moves in the presence of a distribution $a(x)$ of targets (traps) depending on the spatial coordinate $x$, we study the probability that the walker will eventually find any target (will eventually be trapped). We focus on the case of power-law distributions $a(x) \sim x^{-α}$ and we find that as long as $μ< α$ there is a finite probability that the walker will never be trapped, no matter how long the process is. …
We consider a one dimensional asymmetric random walk whose jumps are identical, independent and drawn from a distribution ϕ(η) displaying asymmetric power law tails (i.e. ϕ(η) \sim c/η^{α+1} for large positive jumps and ϕ(η) \sim c/(γ|η|^{α+1}) for large negative jumps, with 0 < α< 2). In absence of boundaries and after a large number of steps n, the probability density function (PDF) of the walker position, x_n, converges to an asymmetric Lévy stable law of stability index αand skewness parameter β=(γ-1)/(γ+1). In particular the right tail of this PDF decays as c n/x_n^{1+α}. Much less is kno…
Asymptotic results are derived for the number of random walks in alcoves of affine Weyl groups (which are certain regions in $n$-dimensional Euclidean space bounded by hyperplanes), thus solving problems posed by Grabiner [J. Combin. Theory Ser. A 97 (2002), 285-306]. These results include asymptotic expressions for the number of vicious walkers on a circle, and as well for the number of vicious walkers in an interval. The proofs depart from the exact results of Grabiner [loc. cit.], and require as diverse means as results from symmetric function theory and the saddle point method, among other…
The Levy-flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus, this processes is a kind of continuous-time random walks (CTRW), dual to usual Scher-Montroll model, in which $n$ grows sublinearly with t. The models in which Levy-flights emerge due to a temporal subordination let easily discuss the response of a random walker to a weak outer force, which is shown to be nonlinear. On the other hand, the relaxation of en ensemble of such walkers in a harmonic potential follows a simple expo…
Many random transport phenomena, such as radiation propagation, chemical/biological species migration, or electron motion, can be described in terms of particles performing {\em exponential flights}. For such processes, we sketch a general approach (based on the Feynman-Kac formalism) that is amenable to explicit expressions for the moments of the number of collisions and the residence time that the walker spends in a given volume as a function of the particle equilibrium distribution. We then illustrate the proposed method in the case of the so-called {\em rod problem} (a 1d system), and disc…
In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the Lévy walk. The hierarchical spatial-temporal coupling, combined with coupling between dynamic variables define the CTWW process. The walker moves here with a piecewise constant velocity between trajectory turning points. We have found the diffusion phase diagram of the CTWW consisting not only of anomalous non-Gaussian or non-fBm phases but also Brownian yet non-Gaussian ones. We compare the diffusion phase diagram of the stationary…
Phase diagram based on the mean square displacement (MSD) and the distribution of diffusion coefficients of the time-averaged MSD for the stored-energy-driven Lévy flight (SEDLF) is presented. In the SEDLF, a random walker cannot move while storing energy, and it jumps by the stored energy. The SEDLF shows a whole spectrum of anomalous diffusions including subdiffusion and superdiffusion, depending on the coupling parameter between storing time (trapping time) and stored energy. This stochastic process can be investigated analytically with the aid of renewal theory. Here, we consider two diffe…
In these lecture notes I will discuss the universal first-passage properties of a simple correlated discrete-time sequence {x_0=0, x_1,x_2.... x_n} up to n steps where x_i represents the position at step i of a random walker hopping on a continuous line by drawing independently, at each time step, a random jump length from an arbitrary symmetric and continuous distribution (it includes, e.g., the Levy flights). I will focus on the statistics of two extreme observables associated with the sequence: (i) its global maximum and the time step at which the maximum occurs and (ii) the number of recor…
We perform a thorough analysis of the survival probability of symmetric random walks with stochastic resetting, defined as the probability for the walker not to cross the origin up to time $n$. For continuous symmetric distributions of step lengths with either finite (random walks) or infinite variance (Lévy flights), this probability can be expressed in terms of the survival probability of the walk without resetting, given by Sparre Andersen theory. It is therefore universal, i.e., independent of the step length distribution. We analyze this survival probability at depth, deriving both exact …
We consider diffusive motion of a particle performing a random walk with Lévy distributed jump lengths and subject to resetting mechanism bringing the walker to an initial position at uniformly distributed times. In the limit of infinite number of steps and for long times, the process converges to a super-diffusive motion with replenishment. We derive formula for a mean first arrival time (MFAT) to a predefined target position reached by a meandering particle and analyze efficiency of the proposed searching strategy by investigating criteria for an optimal (a shortest possible) MFAT.
We compute exactly the mean number of records $\langle R_N \rangle$ for a time-series of size $N$ whose entries represent the positions of a discrete time random walker on the line. At each time step, the walker jumps by a length $η$ drawn independently from a symmetric and continuous distribution $f(η)$ with probability $1-r$ (with $0\leq r < 1$) and with the complementary probability $r$ it resets to its starting point $x=0$. This is an exactly solvable example of a weakly correlated time-series that interpolates between a strongly correlated random walk series (for $r=0$) and an uncorrelate…
Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks or Brownian motion. In this paper we study a simple extension of the LW model in one dimension by introducing correlation among the velocities of the walker in different (flight) steps. Such correlation is absent in the LW model. The correlations are introduced by making the velocity at a step dependent on the velocity at the previous step in addition to th…
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful "laboratory" to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statist…
We study the statistics of the number of records $R_n$ for a symmetric, $n$-step, discrete jump process on a $1D$ lattice. At a given step, the walker can jump by arbitrary lattice units drawn from a given symmetric probability distribution. This process includes, as a special case, the standard nearest neighbor lattice random walk. We derive explicitly the generating function of the distribution $P(R_n)$ of the number of records, valid for arbitrary discrete jump distributions. As a byproduct, we provide a relatively simple proof of the generalized Sparre Andersen theorem for the survival pro…
We compute exactly the statistics of the number of records in a discrete-time random walk model on a line where the walker stays at a given position with a nonzero probability $0\leq p \leq 1$, while with the complementary probability $1-p$, it jumps to a new position with a jump length drawn from a continuous and symmetric distribution $f_0(η)$. We have shown that, for arbitrary $p$, the statistics of records up to step $N$ is completely universal, i.e., independent of $f_0(η)$ for any $N$. We also compute the connected two-time correlation function $C_p(m_1, m_2)$ of the record-breaking even…
