The Gillis model, introduced more than 60 years ago, is a nonhomogeneous random walk with a position-dependent drift. Though parsimoniously cited both in physical and mathematical literature, it provides one of the very few examples of a stochastic system allowing for a number of exact results, although lacking translational invariance. We present old and novel results for this model, which moreover we show represents a discrete version of a diffusive particle in the presence of a logarithmic potential.
Exploring the Gillis model: A discrete approach to diffusion in logarithmic potentials
Onofri M.
;Pozzoli G.;Radice M.;Artuso R.
2020-01-01
Abstract
The Gillis model, introduced more than 60 years ago, is a nonhomogeneous random walk with a position-dependent drift. Though parsimoniously cited both in physical and mathematical literature, it provides one of the very few examples of a stochastic system allowing for a number of exact results, although lacking translational invariance. We present old and novel results for this model, which moreover we show represents a discrete version of a diffusive particle in the presence of a logarithmic potential.File | Dimensione | Formato | |
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