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arXiv 2012.09656cond-mat.stat-mech
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连续时间随机游动的大偏差

Large Deviation in Continuous Time Random Walks

Adrian Pacheco-Pozo, Igor M. Sokolov

摘要:

本文讨论了连续时间随机游动(CTRW)的大偏差性质,给出了CTRW中大偏差率的一般表达式,并给出了相应的步长分布和等待时间分布的比率。在步长呈高斯分布的情况下,一般表达式简化为应用于等待时间累积量母函数的两个勒让德变换的序列。几个例子的讨论(伯努利和高斯随机游动与指数分布的等待时间,高斯随机游动与单侧Lévy和帕累托分布的等待时间)揭示了有趣的一般性质,这样的大偏差。

英文摘要:

We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting times. In the case of Gaussian distribution of steps' lengths the general expression reduces to a sequence of two Legendre transformations applied to the cumulant generating function of waiting times. The discussion of several examples (Bernoulli and Gaussian random walks with exponentially distributed waiting times, Gaussian random walks with one-sided Lévy and Pareto-distributed waiting times) reveals interesting general properties of such large deviations.

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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