Conditioned random walks and interaction-driven condensation

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Publication:2958583

DOI10.1088/1751-8121/50/2/024005zbMATH Open1357.82061arXiv1608.03264OpenAlexW3098521377WikidataQ64457205 ScholiaQ64457205MaRDI QIDQ2958583FDOQ2958583


Authors: Juraj Szavits-Nossan, Martin R. Evans, Satya N. Majumdar Edit this on Wikidata


Publication date: 3 February 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: We consider a discrete-time continuous-space random walk under the constraints that the number of returns to the origin (local time) and the total area under the walk are fixed. We first compute the joint probability of an excursion having area a and returning to the origin for the first time after time au. We then show how condensation occurs when the total area constraint is increased: an excursion containing a finite fraction of the area emerges. Finally we show how the phenomena generalises previously studied cases of condensation induced by several constraints and how it is related to interaction-driven condensation which allows us to explain the phenomenon in the framework of large deviation theory.


Full work available at URL: https://arxiv.org/abs/1608.03264




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