Statistics of persistent events in the binomial random walk: Will the drunken sailor hit the sober man?

DOI10.1023/A:1004636216365MaRDI QIDQ1964539zbMATH OpenOpenAlexFDO

Authors J. M. Luck, Michel Bauer, C. Godrèche

Publication date 20 February 2000

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

Full work available at URL https://arxiv.org/abs/cond-mat/9905252

zbMATH Keywords

algebraic functionlarge deviationspersistencerandom walk

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in the presence of an obstacle moving ballistically with velocity v, i.e., the probability that the walker remains up to time n on the left of the obstacle. Three regimes are to be considered for the long-time behavior of this probability, according to the sign of the difference between v and the drift velocity V of the random walker. In one of these regimes (v>V), the survival probability has a non-trivial limit at long times, which is discontinuous at all rational values of v. An algebraic approach allows us to compute these discontinuities, as well as several related quantities. The mathematical structure underlying the solvability of this model combines elementary number theory, algebraic functions, and algebraic curves defined over the rationals.

Review text

The authors consider a simple discrete in space and time random walk on a one-dimensional lattice. Imagine that there is an obstacle which moves ballistically with velocity \(v\). If the walker is initially to the right of the obstacle, what is the probability \(F(t,v)\) that it will remain to the right up to time \(t\)? The authors show that this probability is quite nontrivial, at least as far as the \(v\) dependence is concerned.

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Cited in

(10)

• Sisyphus random walks in the presence of moving traps
• Spectral properties of zero temperature dynamics in a model of a compacting granular column
• Comment on: Curious properties of simple random walks
• Analytic treatment of random walk models with non-linear history-dependent correlations
• Statistics of persistent events: From random walks to phase ordering
• Occupation time of a renewal process coupled to a discrete Markov chain
• Survival probability of random walks and Lévy flights with stochastic resetting
• Record statistics of a strongly correlated time series: random walks and Lévy flights
• Local persistence in the directed percolation universality class
• The first positive position of a lattice random walk

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