The local time distribution of a particle diffusing on a graph

DOI10.1088/0305-4470/35/47/102MaRDI QIDQ4468202zbMATH OpenOpenAlexFDO

Authors Alain Comtet, Jean Desbois, Satya N. Majumdar

Publication date 10 June 2004

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

Full work available at URL https://arxiv.org/abs/cond-mat/0209119

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Local time and additive functionals (60J55)

Abstract: We study the local time distribution of a Brownian particle diffusing along the links on a graph. In particular, we derive an analytic expression of its Laplace transform in terms of the Green's function on the graph. We show that the asymptotic behavior of this distribution has non-Gaussian tails characterized by a nontrivial large deviation function.

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Cited in

(10)

• First-passage Brownian functionals with stochastic resetting
• Brownian motions on metric graphs
• Heat kernels on infinite graph networks and deformed Sierpinski gaskets
• On distributions of functionals of anomalous diffusion paths
• Local time of an Ornstein–Uhlenbeck particle
• Pausing-time distribution of hydrogen diffusion in Gaussian distribution energy
• First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
• No quantum ergodicity for star graphs
• Macroscopic fluctuation theory of local time in lattice gases
• Local time of diffusion with stochastic resetting

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