We consider the statistics of occupation times, the number of visits at the origin, and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these observables can be characterized by a single exponent, that is connected to a local property of the probability density function of the process, viz., the probability of occupying the origin at time t, P(t). We test our results for two different models of lattice random walks with spatially inhomogeneous transition probabilities, one of which of non-Markovian nature, and find good agreement with theory. We also show that the distributions depend only on the occupation probability of the origin by comparing them for the two systems: When P(t) shows the same long-time behavior, each observable follows indeed the same distribution.

Statistics of occupation times and connection to local properties of nonhomogeneous random walks

Radice, M;Onofri, M;Artuso, R;Pozzoli, G
2020-01-01

Abstract

We consider the statistics of occupation times, the number of visits at the origin, and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these observables can be characterized by a single exponent, that is connected to a local property of the probability density function of the process, viz., the probability of occupying the origin at time t, P(t). We test our results for two different models of lattice random walks with spatially inhomogeneous transition probabilities, one of which of non-Markovian nature, and find good agreement with theory. We also show that the distributions depend only on the occupation probability of the origin by comparing them for the two systems: When P(t) shows the same long-time behavior, each observable follows indeed the same distribution.
2020
Radice, M; Onofri, M; Artuso, R; Pozzoli, G
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11383/2094212
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