Local time of a system of Brownian particles on the line with steplike initial condition

Abstract

We consider a system of non-interacting Brownian particles on a line with a step-like initial condition, and we investigate the behavior of the local time at the origin at large times. We compute the mean and the variance of the local time, and we show that the memory effects are governed by the Fano factor associated with the initial condition. For the uniform initial condition, we show that the probability distribution of the local time admits a large deviation form, and we compute the corresponding large deviation functions for the annealed and quenched averaging schemes. The two resulting large deviation functions are very different. Our analytical results are supported by extensive numerical simulations.

17 pages, 7 figures; v2 minor corrections

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• Importance Sampling for counting statistics in one-dimensional systems
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• First-passage properties of the jump process with a drift. The general case
• Dimensionality-induced dynamical phase transition in the large deviation of local time density for Brownian motion
• Short-time large deviations of first-passage functionals for high-order stochastic processes