Separating Solution of a Quadratic Recurrent Equation

In this paper we consider the recurrent equation $$\Lambda_{p+1}=\frac1p\sum_{q=1}^pf\bigg(\frac{q}{p+1}\bigg)\Lambda_{q}\Lambda_{p+1-q}$$ for $p\ge 1$ with $f\in C[0,1]$ and $\Lambda_1=y>0$ given. We give conditions on $f$ that guarantee the existence of $y^{(0)}$ such that the sequence $\Lambda_p$ with $\Lambda_1=y^{(0)}$ tends to a finite positive limit as $p\to \infty$.Comment: 13 pages, 6 figures, submitted to J. Stat. Phy

First passage time exponent for higher-order random walks:Using Levy flights

We present a heuristic derivation of the first passage time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. {\bf 90}, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the first passage time exponent for the integral of the integral of a random walk, which is numerically observed to be $0.220\pm0.001$. We discuss the implications of this estimation scheme for the $n{\rm th}$ integral of a random walk. For completeness, we also address the $n=\infty$ case. Finally, we explore an application of these processes to an extended, elastic object being pulled through a random potential by a uniform applied force. In so doing, we demonstrate a time reparameterization freedom in the Langevin equation that maps nonlinear stochastic processes into linear ones.Comment: 4 figures, submitted to PR

First-passage and extreme-value statistics of a particle subject to a constant force plus a random force

We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point $x_1$ of a particle which starts at $x_0$ with velocity $v_0$. The probability that the particle has not yet arrived at $x_1$ after a time $t$, the mean time of first arrival, and the velocity distribution at first arrival are all considered. We also study the statistics of the first return of the particle to its starting point. Finally, we point out that the extreme-value statistics of the particle and the first-passage statistics are closely related, and we derive the distribution of the maximum displacement $m={\rm max}_t[x(t)]$.Comment: Contains an analysis of the extreme-value statistics not included in first versio

Translation-invariance of two-dimensional Gibbsian point processes

The conservation of translation as a symmetry in two-dimensional systems with interaction is a classical subject of statistical mechanics. Here we establish such a result for Gibbsian particle systems with two-body interaction, where the interesting cases of singular, hard-core and discontinuous interaction are included. We start with the special case of pure hard core repulsion in order to show how to treat hard cores in general.Comment: 44 pages, 6 figure

High Temperature Expansions and Dynamical Systems

We develop a resummed high-temperature expansion for lattice spin systems with long range interactions, in models where the free energy is not, in general, analytic. We establish uniqueness of the Gibbs state and exponential decay of the correlation functions. Then, we apply this expansion to the Perron-Frobenius operator of weakly coupled map lattices.Comment: 33 pages, Latex; [email protected]; [email protected]

Fractal entropy of a chain of nonlinear oscillators

We study the time evolution of a chain of nonlinear oscillators. We focus on the fractal features of the spectral entropy and analyze its characteristic intermediate timescales as a function of the nonlinear coupling. A Brownian motion is recognized, with an analytic power-law dependence of its diffusion coefficient on the coupling.Comment: 6 pages, 3 figures, revised version to appear in Phys. Rev.

Anomalous Diffusion in Infinite Horizon Billiards

We consider the long time dependence for the moments of displacement < |r|^q > of infinite horizon billiards, given a bounded initial distribution of particles. For a variety of billiard models we find ~ t^g(q) (up to factors of log t). The time exponent, g(q), is piecewise linear and equal to q/2 for q2. We discuss the lack of dependence of this result on the initial distribution of particles and resolve apparent discrepancies between this time dependence and a prior result. The lack of dependence on initial distribution follows from a remarkable scaling result that we obtain for the time evolution of the distribution function of the angle of a particle's velocity vector.Comment: 11 pages, 7 figures Submitted to Physical Review

On the convergence of cluster expansions for polymer gases

We compare the different convergence criteria available for cluster expansions of polymer gases subjected to hard-core exclusions, with emphasis on polymers defined as finite subsets of a countable set (e.g. contour expansions and more generally high- and low-temperature expansions). In order of increasing strength, these criteria are: (i) Dobrushin criterion, obtained by a simple inductive argument; (ii) Gruber-Kunz criterion obtained through the use of Kirkwood-Salzburg equations, and (iii) a criterion obtained by two of us via a direct combinatorial handling of the terms of the expansion. We show that for subset polymers our sharper criterion can be proven both by a suitable adaptation of Dobrushin inductive argument and by an alternative --in fact, more elementary-- handling of the Kirkwood-Salzburg equations. In addition we show that for general abstract polymers this alternative treatment leads to the same convergence region as the inductive Dobrushin argument and, furthermore, to a systematic way to improve bounds on correlations

Accelerating cycle expansions by dynamical conjugacy

Periodic orbit theory provides two important functions---the dynamical zeta function and the spectral determinant for the calculation of dynamical averages in a nonlinear system. Their cycle expansions converge rapidly when the system is uniformly hyperbolic but greatly slowed down in the presence of non-hyperbolicity. We find that the slow convergence can be associated with singularities in the natural measure. A properly designed coordinate transformation may remove these singularities and results in a dynamically conjugate system where fast convergence is restored. The technique is successfully demonstrated on several examples of one-dimensional maps and some remaining challenges are discussed

Exact Asymptotic Results for Persistence in the Sinai Model with Arbitrary Drift

We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a new method that maps the problem of computing the persistence to the problem of finding the energy spectrum of a single particle quantum Hamiltonian, which can be subsequently found. Our method allows us analytical access to arbitrary values of the drift (bias), thus going beyond the previous methods which provide results only in the limit of vanishing drift. We show that on varying the drift, the persistence displays a variety of rich asymptotic behaviors including, in particular, interesting qualitative changes at some special values of the drift.Comment: 17 pages, two eps figures (included