Universal fluctuations in the support of the random walk

DOI10.1007/BF02770757MaRDI QIDQ1285091zbMATH OpenFDO

Authors Frédéric Van Wijland, H. J. Hilhorst

Publication date 12 July 2000

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/9611202

zbMATH Keywords

asymptotic behaviorhypercubic latticesimple random walktopology of the support

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: A random walk starts from the origin of a d-dimensional lattice. The occupation number n(x,t) equals unity if after t steps site x has been visited by the walk, and zero otherwise. We study translationally invariant sums M(t) of observables defined locally on the field of occupation numbers. Examples are the number S(t) of visited sites; the area E(t) of the (appropriately defined) surface of the set of visited sites; and, in dimension d=3, the Euler index of this surface. In d > 3, the averages <M>(t) all increase linearly with t as t-->infinity. We show that in d=3, to leading order in an asymptotic expansion in t, the deviations from average Delta M(t)= M(t)-<M>(t) are, up to a normalization, all identical to a single "universal" random variable. This result resembles an earlier one in dimension d=2; we show that this universality breaks down for d>3.

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Cites work

• scientific article; zbMATH DE number 841532 (Why is no real title available?)
• scientific article; zbMATH DE number 897154 (Why is no real title available?)
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• Random walks on lattices. II
• Statistical properties of the set of sites visited by the two-dimensional random walk

Cited in

(2)

• Number of distinct sites visited by a resetting random Walker
• Statistics of the one-dimensional Riemann walk.

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