Statistics of occupation time and connection to local properties of non-homogeneous random walks

Abstract

We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as renewal processes. We show that the distribution of these observables can be characterized by a single parameter, that is connected to a local property of the probability density function (PDF) of the process, viz., the probability of occupying the origin at time $t$, $P(t)$. We test our results for two different models of lattice random walks with spatially inhomogeneous transition probabilities, one of which of non-Markovian nature, and find good agreement with theory. We also show that the distributions depend only on the occupation probability of the origin by comparing them for the two systems: when $P(t)$ show the same long-time behavior, each observable follows indeed the same distribution.

16 pages, 10 figures

References in corpus (3)

• Random Time-Scale Invariant Diffusion and Transport Coefficients
• Occupation Time Statistics in the Quenched Trap Model
• Isothermal Langevin dynamics in systems with power-law spatially-dependent friction

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