Occupation time of a system of Brownian particles on the line with steplike initial condition
arXiv:2311.17689 · doi:10.1103/PhysRevE.109.044150
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.
v2, 17 pages, 10 figures
References in corpus (23)
- The large deviation approach to statistical mechanics
- Statistical distribution of quantum entanglement for a random bipartite state
- A minimal model of dynamical phase transition
- Occupation Time Statistics in the Quenched Trap Model
- Safe Leads and Lead Changes in Competitive Team Sports
- Generalized arcsine laws for fractional Brownian motion
- Statistical Properties of Functionals of the Paths of a Particle Diffusing in a One-Dimensional Random Potential
- Survival of a static target in a gas of diffusing particles with exclusion
- Universal Extremal Statistics in a Freely Expanding Jepsen Gas
- Large deviations for continuous time random walks
- Extreme value statistics and arcsine laws for heterogeneous diffusion processes
- Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories
- Role of initial conditions in diffusive systems: compressibility, hyperuniformity and long-term memory
- Current fluctuations in stochastically resetting particle systems
- Effusion of stochastic processes on a line
- Generalized disorder averages and current fluctuations in run and tumble particles
- Striking universalities in stochastic resetting processes
- Dynamical phase transition in the occupation fraction statistics for non-crossing Brownian particles
- Out of equilibrium dynamics of repulsive ranked diffusions: the expanding crystal
- Local time of a system of Brownian particles on the line with steplike initial condition
- Macroscopic fluctuation theory of local time in lattice gases
- Single-file diffusion in spatially inhomogeneous systems
- Irreversible Reactions and Diffusive Escape: Stationary Properties
Cited by in corpus (5)
- First-passage properties of the jump process with a drift. Two exactly solvable cases
- Importance Sampling for counting statistics in one-dimensional systems
- Exact joint distributions of three global characteristic times for Brownian motion
- First-passage properties of the jump process with a drift. The general case
- Short-time large deviations of first-passage functionals for high-order stochastic processes