Number of distinct sites visited by N random walkers on a Euclidean lattice

The evaluation of the average number S_N(t) of distinct sites visited up to time t by N independent random walkers all starting from the same origin on an Euclidean lattice is addressed. We find that, for the nontrivial time regime and for large N, S_N(t) \approx \hat S_N(t) (1-\Delta), where \hat S_N(t) is the volume of a hypersphere of radius (4Dt \ln N)^{1/2}, \Delta={1/2}\sum_{n=1}^\infty \ln^{-n} N \sum_{m=0}^n s_m^{(n)} \ln^{m} \ln N, d is the dimension of the lattice, and the coefficients s_m^{(n)} depend on the dimension and time. The first three terms of these series are calculated explicitly and the resulting expressions are compared with other approximations and with simulation results for dimensions 1, 2, and 3. Some implications of these results on the geometry of the set of visited sites are discussed.Comment: 15 pages (RevTex), 4 figures (eps); to appear in Phys. Rev.

Target-searching on the percolation

We study target-searching processes on a percolation, on which a hunter tracks a target by smelling odors it emits. The odor intensity is supposed to be inversely proportional to the distance it propagates. The Monte Carlo simulation is performed on a 2-dimensional bond-percolation above the threshold. Having no idea of the location of the target, the hunter determines its moves only by random attempts in each direction. For lager percolation connectivity $p\gtrsim 0.90$, it reveals a scaling law for the searching time versus the distance to the position of the target. The scaling exponent is dependent on the sensitivity of the hunter. For smaller $p$, the scaling law is broken and the probability of finding out the target significantly reduces. The hunter seems trapped in the cluster of the percolation and can hardly reach the goal.Comment: 5 figure

A continuous time random walk model for financial distributions

We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the US dollar/Deutsche Mark future exchange, finding good agreement between theory and the observed data.Comment: 14 pages, 5 figures, revtex4, submitted for publicatio

Sample-size dependence of the ground-state energy in a one-dimensional localization problem

We study the sample-size dependence of the ground-state energy in a one-dimensional localization problem, based on a supersymmetric quantum mechanical Hamiltonian with random Gaussian potential. We determine, in the form of bounds, the precise form of this dependence and show that the disorder-average ground-state energy decreases with an increase of the size $R$ of the sample as a stretched-exponential function, $\exp( - R^{z})$, where the characteristic exponent $z$ depends merely on the nature of correlations in the random potential. In the particular case where the potential is distributed as a Gaussian white noise we prove that $z = 1/3$. We also predict the value of $z$ in the general case of Gaussian random potentials with correlations.Comment: 30 pages and 4 figures (not included). The figures are available upon reques

Recurrence and Polya number of general one-dimensional random walks

The recurrence properties of random walks can be characterized by P\'{o}lya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random walk on a line, in which at each time step the walker can move to the left or right with probabilities $l$ and $r$, or remain at the same position with probability $o$ ($l+r+o=1$). We calculate P\'{o}lya number $P$ of this model and find a simple expression for $P$ as, $P=1-\Delta$, where $\Delta$ is the absolute difference of $l$ and $r$ ($\Delta=|l-r|$). We prove this rigorous expression by the method of creative telescoping, and our result suggests that the walk is recurrent if and only if the left-moving probability $l$ equals to the right-moving probability $r$.Comment: 3 page short pape

Corrections to the Central Limit Theorem for Heavy-Tailed Probability Densities

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given by a standard Edgeworth expansion in the general case of regularly varying distributions with diverging moments (beyond the second). The subsequent terms can be expressed in a simple closed form in terms of certain special functions (Dawson's integral and parabolic cylinder functions), and there are qualitative differences depending on whether the number of moments available is even, odd or not an integer, and whether the distributions are symmetric or not. If the increments have an even number of moments, then additional logarithmic corrections must also be incorporated in the expansion parameter. An interesting feature of our correction terms for the CLT is that they become dominant outside the central region and blend naturally with known large-deviation asymptotics when these are applied formally to the spatial scales of the CLT

Transport Properties of the Diluted Lorentz Slab

We study the behavior of a point particle incident from the left on a slab of a randomly diluted triangular array of circular scatterers. Various scattering properties, such as the reflection and transmission probabilities and the scattering time are studied as a function of thickness and dilution. We show that a diffusion model satisfactorily describes the mentioned scattering properties. We also show how some of these quantities can be evaluated exactly and their agreement with numerical experiments. Our results exhibit the dependence of these scattering data on the mean free path. This dependence again shows excellent agreement with the predictions of a Brownian motion model.Comment: 14 pages of text in LaTeX, 7 figures in Postscrip

Absence of self-averaging in the complex admittance for transport through random media

A random walk model in a one dimensional disordered medium with an oscillatory input current is presented as a generic model of boundary perturbation methods to investigate properties of a transport process in a disordered medium. It is rigorously shown that an admittance which is equal to the Fourier-Laplace transform of the first-passage time distribution is non-self-averaging when the disorder is strong. The low frequency behavior of the disorder-averaged admittance, $-1 \sim \omega^{\mu}$ where $\mu < 1$, does not coincide with the low frequency behavior of the admittance for any sample, $\chi - 1 \sim \omega$. It implies that the Cole-Cole plot of $$ appears at a different position from the Cole-Cole plots of $\chi$ of any sample. These results are confirmed by Monte-Carlo simulations.Comment: 7 pages, 2 figures, published in Phys. Rev.

Interacting Random Walkers and Non-Equilibrium Fluctuations

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on the particle density. A non-equilibrium stationary flux can be induced by suitable boundary conditions, and we show indeed that it is mesoscopically described by a Fourier equation with a density dependent diffusivity. A simple mean-field description predicts a critical diffusivity if the hopping amplitude vanishes for a certain walker density. Actually, we evidence that, even if the density equals this pseudo-critical value, the system does not present any criticality but only a dynamical slowing down. This property is confirmed by the fact that, in spite of interaction, the particle distribution at equilibrium is simply described in terms of a product of Poissonians. For mesoscopic systems with a stationary flux, a very effect of interaction among particles consists in the amplification of fluctuations, which is especially relevant close to the pseudo-critical density. This agrees with analogous results obtained for Ising models, clarifying that larger fluctuations are induced by the dynamical slowing down and not by a genuine criticality. The consistency of this amplification effect with altered coloured noise in time series is also proved.Comment: 8 pages, 7 figure