Extreme-Value Statistics of Stochastic Transport Processes: Applications to Molecular Motors and Sports
arXiv:1908.03499 · doi:10.1088/1367-2630/abcf69
Abstract
We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in molecular motor motion along linear filaments. Our results generalize the infimum law for entropy production and reveal a symmetry of the distribution of its maxima and minima. We also show that the relaxation spectrum of the full generating function, and hence of any moment, of the finite-time extrema distributions can be written in terms of the Mar{č}enko-Pastur distribution of random-matrix theory. Using this result, we obtain estimates for the extreme-value statistics of stochastic transport from the eigenvalue distributions of suitable Wishart and Laguerre random matrices. We confirm our results by numerical simulations of stochastic models of molecular motors and discuss as illustrative example our theory in the context of sports.
arXiv comment19 pages, 8 figures
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