Survival probability of stochastic processes beyond persistence exponents
| dc.contributor.author | LEVERNIER, N. | |
| hal.structure.identifier | Laboratoire de Physique Théorique de la Matière Condensée [LPTMC] | |
| dc.contributor.author | DOLGUSHEV, M. | |
| hal.structure.identifier | Laboratoire de Physique Théorique de la Matière Condensée [LPTMC] | |
| dc.contributor.author | BENICHOU, O. | |
| hal.structure.identifier | Laboratoire de Physique Théorique de la Matière Condensée [LPTMC] | |
| hal.structure.identifier | Laboratoire Jean Perrin [LJP] | |
| dc.contributor.author | VOITURIEZ, R. | |
| hal.structure.identifier | Laboratoire Ondes et Matière d'Aquitaine [LOMA] | |
| dc.contributor.author | GUÉRIN, T. | |
| dc.date.issued | 2019-12 | |
| dc.identifier.issn | 2041-1723 | |
| dc.description.abstractEn | For many stochastic processes, the probability S(t) of not-having reached a target in unbounded space up to time t follows a slow algebraic decay at long times, S(t)∼S0/tθ. This is typically the case of symmetric compact (i.e. recurrent) random walks. While the persistence exponent θ has been studied at length, the prefactor S0, which is quantitatively essential, remains poorly characterized, especially for non-Markovian processes. Here we derive explicit expressions for S0 for a compact random walk in unbounded space by establishing an analytic relation with the mean first-passage time of the same random walk in a large confining volume. Our analytical results for S0 are in good agreement with numerical simulations, even for strongly correlated processes such as Fractional Brownian Motion, and thus provide a refined understanding of the statistics of longest first-passage events in unbounded space. | |
| dc.language.iso | en | |
| dc.publisher | Nature Publishing Group | |
| dc.subject.en | Chemical physics | |
| dc.subject.en | Statistical physics | |
| dc.title.en | Survival probability of stochastic processes beyond persistence exponents | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1038/s41467-019-10841-6 | |
| dc.subject.hal | Physique [physics] | |
| dc.subject.hal | Physique [physics]/Matière Condensée [cond-mat] | |
| dc.identifier.arxiv | 1907.03632 | |
| bordeaux.journal | Nature Communications | |
| bordeaux.page | 2990 (2019) | |
| bordeaux.volume | 10 | |
| bordeaux.issue | 1 | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-02189196 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-02189196v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Nature%20Communications&rft.date=2019-12&rft.volume=10&rft.issue=1&rft.spage=2990%20(2019)&rft.epage=2990%20(2019)&rft.eissn=2041-1723&rft.issn=2041-1723&rft.au=LEVERNIER,%20N.&DOLGUSHEV,%20M.&BENICHOU,%20O.&VOITURIEZ,%20R.&GU%C3%89RIN,%20T.&rft.genre=article |
Fichier(s) constituant ce document
| Fichiers | Taille | Format | Vue |
|---|---|---|---|
|
Il n'y a pas de fichiers associés à ce document. |
|||