Occupation 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 the line with steplike initial condition and study the statistics of the occupation time on the positive half-line. We demonstrate that this system exhibits long-lasting memory effects of the initialization. Specifically, we calculate the mean and the variance of the occupation time, demonstrating that the memory effects in the variance are determined by a generalized compressibility (or Fano factor), associated with the initial condition. In the particular case of the uncorrelated uniform initial condition we conduct a detailed study of two probability distributions of the occupation time: annealed (averaged over all possible initial configurations) and quenched (for a typical configuration). We show that at large times both the annealed and the quenched distributions admit large deviation form and we compute analytically the associated rate functions. We verify our analytical predictions via numerical simulations using Importance Sampling Monte-Carlo strategy.

arXiv commentv2, 17 pages, 10 figures

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