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arXiv 2001.10736cond-mat.stat-mech
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非齐次随机游动的占据时统计及其与局部性质的联系

Statistics of occupation time and connection to local properties of non-homogeneous random walks

Mattia Radice, Manuele Onofri, Roberto Artuso, Gaia Pozzoli

摘要:

我们考虑了一类随机过程的占用时间、原点的访问次数和生存概率的统计特性,这类随机过程可以归类为更新过程。我们表明,这些可观的分布可以由一个单一的参数,这是连接到一个局部属性的概率密度函数(PDF)的过程,即,在时间$t$,$P(t)$占据原点的概率。我们测试我们的结果为两个不同的模型的晶格随机游动空间不均匀的转移概率,其中一个非马尔可夫性质,并找到良好的协议与理论。我们还表明,分布只依赖于占领概率的起源,通过比较它们的两个系统:当$P(t)$显示相同的长时间的行为,每个观察确实遵循相同的分布。

英文摘要:

We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these observables can be characterized by a single parameter, that is connected to a local property of the probability density function (PDF) of the process, viz., the probability of occupying the origin at time $t$, $P(t)$. We test our results for two different models of lattice random walks with spatially inhomogeneous transition probabilities, one of which of non-Markovian nature, and find good agreement with theory. We also show that the distributions depend only on the occupation probability of the origin by comparing them for the two systems: when $P(t)$ show the same long-time behavior, each observable follows indeed the same distribution.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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