The one-dimensional asymmetric persistent random walk

DOI10.1088/1742-5468/AAB507MaRDI QIDQ4964539zbMATH OpenOpenAlexFDO

Authors Vincent Rossetto

Publication date 2 March 2021

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.06447

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: Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic and symmetric one-dimensional persistent random walk is governed by the telegrapher's equation, also called hyperbolic heat conduction equation. These equations have been designed to resolve the paradox of the infinite speed in the heat and diffusion equations. The finiteness of both the speed and the correlation length leads to several classes of random walks: Persistent random walk in one dimension can display anomalies that cannot arise for Brownian motion such as anisotropy and asymmetries. In this work we focus on the case where the mean free path is anisotropic, the only anomaly leading to a physics that is different from the telegrapher's case. We derive exact expression of its Green's function, for its scattering statistics and distribution of first-passage time at the origin. The phenomenology of the latter shows a transition for quantities like the escape probability and the residence time. (Second version that corrects the typos of the first version).

Recommendations

• Some applications of persistent random walks and the telegrapher's equation
• Mean first-passage and residence times of random walks on asymmetric disordered chains
• From persistent random walk to the telegraph noise
• On the asymmetric telegraph processes
• Random walk with persistence and external bias

Cites work

• A guide to first-passage processes
• Brownian motion in a field of force and the diffusion theory of chemical reactions
• Heat waves
• scientific article; zbMATH DE number 3132259 (Why is no real title available?)
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 3082267 (Why is no real title available?)
• scientific article; zbMATH DE number 3088518 (Why is no real title available?)
• ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
• On the First Passage Time Probability Problem
• On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation
• Properties of the telegrapher's random process with or without a trap
• Random walks on lattices. II
• The paradoxes of the continuous theory of the heat equation

Cited in

(8)

• Exact solutions of the problem of a one-dimensional random walk of a particle with finite free-motion speed
• Some applications of persistent random walks and the telegrapher's equation
• On the asymmetry of a random walk in the presence of a field.
• Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
• Coarse-grained stochastic model of myosin-driven vesicles into dendritic spines
• Kinetic walks for sampling
• Fractionation by persistent random walk and two-coefficient diffusion law
• Biased random walk in a one-dimensional percolation model

This page was built for publication: The one-dimensional asymmetric persistent random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4964539)