Collapse or transformation? Regeneration and innovation at the turn of the first millennium BC at Arslantepe, Turkey

Ongoing excavations at Arslantepe in south-eastern Turkey are revealing settlement continuity spanning two crucial phases at the transition from the second to the first millennium BC: the post-Hittite period and the development of Syro-Anatolian societies

Entropy production of resetting processes

Stochastic systems that undergo random restarts to their initial state have been widely investigated in recent years, both theoretically and in experiments. Oftentimes, however, resetting to a fixed state is impossible due to thermal noise or other limitations. As a result, the system configuration after a resetting event is random. Here, we consider such a resetting protocol for an overdamped Brownian particle in a confining potential $V(x)$. We assume that the position of the particle is reset at a constant rate to a random location $x$, drawn from a distribution $p_R(x)$. To investigate the thermodynamic cost of resetting, we study the stochastic entropy production $S_{\rm Total}$. We derive a general expression for the average entropy production for any $V(x)$, and the full distribution $P(S_{\rm Total}|t)$ of the entropy production for $V(x)=0$. At late times, we show that this distribution assumes the large-deviation form $P(S_{\rm Total}|t)\sim \exp\left[-t^{2\alpha-1}\phi\left(\left(S_{\rm Total}-\langle S_{\rm Total}\rangle\right)/t^{\alpha}\right)\right]$, with $1/2<\alpha\leq 1$. We compute the rate function $\phi(z)$ and the exponent $\alpha$ for exponential and Gaussian resetting distributions. In the latter case, we find the anomalous exponent $\alpha=2/3$ and show that $\phi(z)$ has a first-order singularity at a critical value of $z$, corresponding to a real-space condensation transition.Comment: 29 pages, 6 figure

Nonlinear-Cost Random Walk: exact statistics of the distance covered for fixed budget

We consider the Nonlinear-Cost Random Walk model in discrete time introduced in [Phys. Rev. Lett. 130, 237102 (2023)], where a fee is charged for each jump of the walker. The nonlinear cost function is such that slow/short jumps incur a flat fee, while for fast/long jumps the cost is proportional to the distance covered. In this paper we compute analytically the average and variance of the distance covered in $n$ steps when the total budget $C$ is fixed, as well as the statistics of the number of long/short jumps in a trajectory of length $n$, for the exponential jump distribution. These observables exhibit a very rich and non-monotonic scaling behavior as a function of the variable $C/n$, which is traced back to the makeup of a typical trajectory in terms of long/short jumps, and the resulting "entropy" thereof. As a byproduct, we compute the asymptotic behavior of ratios of Kummer hypergeometric functions when both the first and last arguments are large. All our analytical results are corroborated by numerical simulations.Comment: 31 pages, 8 figure

First-order condensation transition in the position distribution of a run-and-tumble particle in one dimension

We consider a single run-and-tumble particle (RTP) moving in one dimension. We assume that the velocity of the particle is drawn independently at each tumbling from a zero-mean Gaussian distribution and that the run times are exponentially distributed. We investigate the probability distribution $P(X,N)$ of the position $X$ of the particle after $N$ runs, with $N\gg 1$. We show that in the regime $X \sim N^{3/4}$ the distribution $P(X,N)$ has a large deviation form with a rate function characterized by a discontinuous derivative at the critical value $X=X_c>0$. The same is true for $X=-X_c$ due to the symmetry of $P(X,N)$. We show that this singularity corresponds to a first-order condensation transition: for $X>X_c$ a single large jump dominates the RTP trajectory. We consider the participation ratio of the single-run displacements as the order parameter of the system, showing that this quantity is discontinuous at $X=X_c$. Our results are supported by numerical simulations performed with a constrained Markov chain Monte Carlo algorithm.Comment: 24 pages, 10 figure

Universal survival probability for a correlated random walk and applications to records

We consider a model of space-continuous one-dimensional random walk with simple correlation between the steps: the probability that two consecutive steps have same sign is $q$ with $0\leq q\leq 1$. The parameter $q$ allows thus to control the persistence of the random walk. We compute analytically the survival probability of a walk of $n$ steps, showing that it is independent of the jump distribution for any finite $n$. This universality is a consequence of the Sparre-Andersen theorem for random walks with uncorrelated and symmetric steps. We then apply this result to derive the distribution of the step at which the random walk reaches its maximum and the record statistics of the walk, which show the same universality. In particular, we show that the distribution of the number of records for a walk of $n\gg 1$ steps is the same as for a random walk with $n_{\rm eff}(q)=n/(2(1-q))$ uncorrelated and symmetrically distributed steps. We also show that in the regime where $n\to \infty$ and $q\to 1$ with $y=n(1-q)$, this model converges to the run-and-tumble particle, a persistent random walk often used to model the motion of bacteria. Our theoretical results are confirmed by numerical simulations.Comment: 28 pages, 10 figure

Servi delle Muse e canti trenodici (in margine a Eur. Ph. 1499)

In Eur. Ph. 1499 some scholars assumes μουσοπόλος as an adjective, but the occurrences of the term and the comparison with Sapph. fr. 150 V. suggest that it could be a noun; therefore, also the structure of the line should be reconsidered