Occupation times for single-file diffusion

被引:4
|
作者
Benichou, Olivier [1 ]
Desbois, Jean [2 ]
机构
[1] Univ Paris 06, UMR CNRS 7600, Lab Phys Theor Mat Condensee, F-75255 Paris, France
[2] Univ Paris 11, UMR CNRS 8626, Lab Phys Theor & Modeles Stat, F-91405 Orsay, France
关键词
stochastic processes (theory); Brownian motion; diffusion; BROWNIAN-MOTION;
D O I
10.1088/1742-5468/2015/03/P03001
中图分类号
O3 [力学];
学科分类号
08 ; 0801 ;
摘要
We consider a file of identical Brownian particles moving on the same axis x'Ox without crossing each other. They all start from the origin O at time t = 0 and are stopped at some time t. Denoting by T the time spent on the half-line [Ox) by a given particle of the line, we establish analytical formulae for the first two moments < T > and < T-2 >. In particular, considering the limit of an infinite number of particles, we get, for the 'middle' particle <(T/t)(2)> = 3/8 + 1/8J(0)(pi) = 0.33696... (J(0) is a Bessel function). This result (and also numerical simulations) shows that the distribution of T, though being close to it, is not fully a constant one.
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页数:14
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