Conditioned random walks and interaction-driven condensation
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Publication:2958583
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 and returning to the origin for the first time after time . 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.
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Cited in
(8)- A sluggish random walk with subdiffusive spread
- Localization transition in the discrete nonlinear Schrödinger equation: ensembles inequivalence and negative temperatures
- A first-order dynamical transition in the displacement distribution of a driven run-and-tumble particle
- First-order condensation transition in the position distribution of a run-and-tumble particle in one dimension
- A comparison of dynamical fluctuations of biased diffusion and run-and-tumble dynamics in one dimension
- Condensation with two constraints and disorder
- Fluctuations of shapes of large areas under paths of random walks
- Nonextensive condensation in reinforced branching processes
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