Probing the large deviations for the beta random walk in random medium

被引:1
|
作者
Hartmann, Alexander K. [1 ]
Krajenbrink, Alexandre [2 ,3 ]
Le Doussal, Pierre [4 ]
机构
[1] Carl von Ossietzky Univ Oldenburg, Inst Phys, D-26111 Oldenburg, Germany
[2] Quantinuum, Terrington House,13-15 Hills Rd, Cambridge CB2 1NL, England
[3] Le Lab Quant, 58 Rue Hauteville, F-75010 Paris, France
[4] Sorbonne Univ, PSL Univ, Lab Phys Ecole Normale Super, CNRS, 24 Rue Lhomond, F-75231 Paris, France
关键词
We thank G. Barraquand for helpful discussions. The simulations were performed at the HPC Cluster CARL; located at the University of Oldenburg (Germany) and funded by the DFG through its Major Research Instrumentation Program (INST 184/157-1 FUGG) and the Ministry of Science and Culture (MWK) of the Lower Saxony State. A.K.H. and P.L.D. were financially supported by the Erwin Schrödinger International Institute for Mathematics and Physics (Vienna; Austria) within the Thematic Programme Large Deviations; Extremes and Anomalous Transport in Non-equilibrium Systems during which part of the work was performed;
D O I
10.1103/PhysRevE.109.024122
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We consider a discrete-time random walk on a one-dimensional lattice with space- and time-dependent random jump probabilities, known as the beta random walk. We are interested in the probability that, for a given realization of the jump probabilities (a sample), a walker starting at the origin at time t = 0 is at position beyond xi root T/2 at time T. This probability fluctuates from sample to sample and we study the large-deviation rate function, which characterizes the tails of its distribution at large time T >> 1. It is argued that, up to a simple rescaling, this rate function is identical to the one recently obtained exactly by two of the authors for the continuum version of the model. That continuum model also appears in the macroscopic fluctuation theory of a class of lattice gases, e.g., in the so-called KMP model of heat transfer. An extensive numerical simulation of the beta random walk, based on an importance sampling algorithm, is found in good agreement with the detailed analytical predictions. A first-order transition in the tilted measure, predicted to occur in the continuum model, is also observed in the numerics.
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页数:13
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