Large Deviations for Continuous Time Random Walks

被引:31
作者
Wang, Wanli [1 ,2 ]
Barkai, Eli [1 ,2 ]
Burov, Stanislav [1 ]
机构
[1] Bar Ilan Univ, Dept Phys, IL-52900 Ramat Gan, Israel
[2] Bar Ilan Univ, Inst Nanotechnol & Adv Mat, IL-52900 Ramat Gan, Israel
关键词
large deviations; diffusing diffusivity; saddle point approximation; continuous time random walk; renewal process; ANOMALOUS DIFFUSION; STATISTICS;
D O I
10.3390/e22060697
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the widely applicable continuous time random walk model and obtain the large deviation description of the propagator. Under mild conditions that the microscopic jump lengths distribution is decaying exponentially or faster i.e., Levy like power law distributed jump lengths are excluded, and that the distribution of the waiting times is analytical for short waiting times, the spreading of particles follows an exponential decay at large distances, with a logarithmic correction. Here we show how anti-bunching of jump events reduces the effect, while bunching and intermittency enhances it. We employ exact solutions of the continuous time random walk model to test the large deviation theory.
引用
收藏
页码:1 / 22
页数:22
相关论文
共 66 条
[1]  
Abramowitz M, 1984, HDB MATH FUNCTIONS F
[2]  
[Anonymous], 2010, Statistical Distributions
[3]  
[Anonymous], 2007, LEGACY ALBERT EINSTE
[4]   Packets of Diffusing Particles Exhibit Universal Exponential Tails [J].
Barkai, Eli ;
Burov, Stanislav .
PHYSICAL REVIEW LETTERS, 2020, 124 (06)
[5]   ANOMALOUS DIFFUSION IN DISORDERED MEDIA - STATISTICAL MECHANISMS, MODELS AND PHYSICAL APPLICATIONS [J].
BOUCHAUD, JP ;
GEORGES, A .
PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS, 1990, 195 (4-5) :127-293
[6]   Disorder-induced Fickian, yet non-Gaussian diffusion in heterogeneous media [J].
Chakraborty, Indrani ;
Roichman, Yael .
PHYSICAL REVIEW RESEARCH, 2020, 2 (02)
[7]   Universal nature of particle displacements close to glass and jamming transitions [J].
Chaudhuri, Pinaki ;
Berthier, Ludovic ;
Kob, Walter .
PHYSICAL REVIEW LETTERS, 2007, 99 (06)
[8]   Brownian yet Non-Gaussian Diffusion: From Superstatistics to Subordination of Diffusing Diffusivities [J].
Chechkin, Aleksei V. ;
Seno, Flavio ;
Metzler, Ralf ;
Sokolov, Igor M. .
PHYSICAL REVIEW X, 2017, 7 (02)
[9]   Non-Gaussian, non-ergodic, and non-Fickian diffusion of tracers in mucin hydrogels [J].
Cherstvy, Andrey G. ;
Thapa, Samudrajit ;
Wagner, Caroline E. ;
Metzler, Ralf .
SOFT MATTER, 2019, 15 (12) :2526-2551
[10]   Uniform convergence of exact large deviations for renewal reward processes [J].
Chi, Zhiyi .
ANNALS OF APPLIED PROBABILITY, 2007, 17 (03) :1019-1048