Excursions of diffusion processes and continued fractions

It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in terms of an infinite continued fraction. We examine the probabilistic significance of the expansion. To illustrate our results, we discuss some examples of diffusions in deterministic and in random environments.Comment: 28 pages. Minor changes to Section

The Local and the Occupation Time of a Particle Diffusing in a Random Medium

We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean value) and the occupation time (spent above its mean value) within an observation time window of size t. The random part of the potential is same as in the Sinai model, i.e., the potential itself is a random walk in space. In the absence of the random potential, these distributions have three typical asymptotic behaviors depending on whether the deterministic potential is unstable, stable or flat. These asymptotic behaviors are shown to get drastically modified when the random part of the potential is switched on leading to the loss of self-averaging and wide sample to sample fluctuations.Comment: 5 pages revtex, two column, minor typos correcte

Products of random matrices and generalised quantum point scatterers

To every product of $2\times2$ matrices, there corresponds a one-dimensional Schr\"{o}dinger equation whose potential consists of generalised point scatterers. Products of {\em random} matrices are obtained by making these interactions and their positions random. We exhibit a simple one-dimensional quantum model corresponding to the most general product of matrices in $\text{SL}(2, {\mathbb R})$. We use this correspondence to find new examples of products of random matrices for which the invariant measure can be expressed in simple analytical terms.Comment: 38 pages, 13 pdf figures. V2 : conclusion added ; Definition of function $\Omega$ change

Exact Results on Sinai's Diffusion

We study the continuum version of Sinai's problem of a random walker in a random force field in one dimension. A method of stochastic representations is used to represent various probability distributions in this problem (mean probability density function and first passage time distributions). This method reproduces already known rigorous results and also confirms directly some recent results derived using approximation schemes. We demonstrate clearly, in the Sinai scaling regime, that the disorder dominates the problem and that the thermal distributions tend to zero-one laws.Comment: 14 pages Latex. To appear J. Phys.

On the flux distribution in a one dimensional disordered system

We study some transport properties of a one dimensional disordered system of finite length N. In this system particles are subject to random forces resulting both from a thermal noise and from a quenched random force F(x) which models the inhomogeneous medium. The latter is distributed as a white noise with a non zero average bias. Imposing some fixed concentration of particles at the end points of the chain yields a steady current J(N) which depends on the environnent {F(x)}. The problem of computing the probabilility distribution P(J) over the environments is addressed. Our approchh is based on a path integral method and on a moment calculation. In the case of a non zero bias our results generalize those obtained recently by Oshanin et al

Integer partitions and exclusion statistics: Limit shapes and the largest part of Young diagrams

We compute the limit shapes of the Young diagrams of the minimal difference $p$ partitions and provide a simple physical interpretation for the limit shapes. We also calculate the asymptotic distribution of the largest part of the Young diagram and show that the scaled distribution has a Gumbel form for all $p$. This Gumbel statistics for the largest part remains unchanged even for general partitions of the form $E=\sum_i n_i i^{1/\nu}$ with $\nu>0$ where $n_i$ is the number of times the part $i$ appears.Comment: 12 pages, 4 figures (minor corrections, a note and some references added

ON A DYNAMICAL MODEL OF GLASSES

We analyze a simple dynamical model of glasses, based on the idea that each particle is trapped in a local potential well, which itself evolves due to hopping of neighbouring particles. The glass transition is signalled by the fact that the equilibrium distribution ceases to be normalisable, and dynamics becomes non-stationary. We generically find stretching of the correlation function at low temperatures and a Vogel-Fulcher like behaviour of the terminal time.Comment: 11 pages, 2 figures (available upon request