You are not logged in to this journal. Log in    |   Subscription Information

Phys. Rev. E 73, 051102 (2006) [27 pages]

Statistical properties of functionals of the paths of a particle diffusing in a one-dimensional random potential

Sanjib Sabhapandit,1,2 Satya N. Majumdar,1 and Alain Comtet1,2
1Laboratoire de Physique Théorique et Modèles Statistiques, Université Paris-Sud, Bâtiment 100, 91405 Orsay Cedex, France
2Université Pierre et Marie Curie, Paris 6, Institut Henri Poincaré, 11 rue Pierre et Marie Curie, Paris, F-75005, France

Received 19 January 2006; published 1 May 2006

We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism in two specific examples: (1) where the functional corresponds to the local time spent by the particle around the origin and (2) where the functional corresponds to the occupation time spent by the particle on the positive side of the origin, within an observation time window of size t. We compute the disorder average distributions of the local time, the inverse local time, the occupation time, and the inverse occupation time and show that in many cases disorder modifies the behavior drastically.

©2006 The American Physical Society

URL: http://link.aps.org/doi/10.1103/PhysRevE.73.051102
DOI: 10.1103/PhysRevE.73.051102
PACS: 05.40.-a; 02.50.-r; 46.65.+g
  • 05.40.-a
    Fluctuation phenomena, random processes, noise, and Brownian motion
  • 02.50.-r
    Probability theory, stochastic processes, and statistics
  • 46.65.+g
    Random phenomena and media (continuum mechanics)
  • YEAR: 2006
KEYWORDS: Brownian motion, diffusion, statistical distributions

REFERENCES (48)

For access to fully linked references, you need to log in. For access to fully linked references, you need to Log in.

CITING ARTICLES

For access to citing articles, you need to log in.
For access to citing articles, you need to Log in.



A new free weekly publication from APS

Physics - A new free weekly publication from APS
Please visit physics.aps.org
 
Article Tools