Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials

DOI10.1088/1742-5468/ABBED6MaRDI QIDQ5857434zbMATH OpenOpenAlexFDO

Authors Manuele Onofri, Gaia Pozzoli, Mattia Radice, R. Artuso

Publication date 1 April 2021

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.12040

zbMATH Keywords

diffusiontransport propertiesextreme value statistics

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: Gillis model, introduced more than 60 years ago, is a non-homogeneous random walk with a position dependent drift. Though parsimoniously cited both in the physical and mathematical literature, it provides one of the very few examples of a stochastic system allowing for a number of exact result, although lacking translational invariance. We present old and novel results for such model, which moreover we show represents a discrete version of a diffusive particle in the presence of a logarithmic potential.

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Cited in

(8)

• Selfsimilar diffusions
• Statistical and transport properties of a one-dimensional random walk with periodically distributed trapping intervals
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• Number of distinct sites visited by a resetting random Walker
• A sluggish random walk with subdiffusive spread
• Weird Brownian motion
• Extreme value statistics of positive recurrent centrally biased random walks
• Non-homogeneous random walks with stochastic resetting: an application to the Gillis model

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