Universal fluctuations in the support of the random walk

被引:6
|
作者
vanWijland, F
Hilhorst, HJ
机构
[1] Lab. Phys. Theor. et Hautes Energies, Ctr. Natl. de la Rech. Scientifique, Université de Paris-Sud
关键词
simple random walk; asymptotic behavior; topology of the support;
D O I
10.1007/BF02770757
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
A random walk starts from the origin of a d-dimensional lattice. The occupation number n(x, t) equals unity if after t steps site x has been visited by the walk, and zero otherwise. We study translationally invariant sums M(t) of observables defined locally on the field of occupation numbers. Examples are the number S(t) of visited sites, the area E(t) of the (appropriately defined) surface of the set of visited sites, and, in dimension d = 3, the Euler index of this surface. In d greater than or equal to 3, the averages (M) over bar(t) all increase linearly with t as t --> infinity. We show that in d = 3, to leading order in an asymptotic expansion in t, the deviations from average Delta M(t) = M(t) - (M) over bar(t) are, up to a normalization, all identical to a single ''universal'' random variable. This result resembles an earlier one in dimension d = 2; we show that this universality breaks down for d > 3.
引用
收藏
页码:119 / 134
页数:16
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