630 research outputs found

    Time-averaged MSD of Brownian motion

    Full text link
    We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer in single-particle tracking experiments. For Brownian motion, we derive an exact formula for the Laplace transform of the probability density of the TAMSD by mapping the original problem onto chains of coupled harmonic oscillators. From this formula, we deduce the first four cumulant moments of the TAMSD, the asymptotic behavior of the probability density and its accurate approximation by a generalized Gamma distribution

    Boundary driven zero-range processes in random media

    Full text link
    The stationary states of boundary driven zero-range processes in random media with quenched disorder are examined, and the motion of a tagged particle is analyzed. For symmetric transition rates, also known as the random barrier model, the stationary state is found to be trivial in absence of boundary drive. Out of equilibrium, two further cases are distinguished according to the tail of the disorder distribution. For strong disorder, the fugacity profiles are found to be governed by the paths of normalized α\alpha-stable subordinators. The expectations of integrated functions of the tagged particle position are calculated for three types of routes.Comment: 23 page
    corecore