Statistics of persistent events in the binomial random walk: Will the drunken sailor hit the sober man?

Citation
M. Bauer et al., Statistics of persistent events in the binomial random walk: Will the drunken sailor hit the sober man?, J STAT PHYS, 96(5-6), 1999, pp. 963-1019
Citations number
15
Categorie Soggetti
Physics
Journal title
JOURNAL OF STATISTICAL PHYSICS
ISSN journal
00224715 → ACNP
Volume
96
Issue
5-6
Year of publication
1999
Pages
963 - 1019
Database
ISI
SICI code
0022-4715(199909)96:5-6<963:SOPEIT>2.0.ZU;2-3
Abstract
The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the one-dimensional lattice random walk in discrete time. We determine the survival probabilit y of the random walker in the presence of an obstacle moving ballistically with velocity upsilon, i.e., the probability that the random walker remains up to lime n on the left of the obstacle. Three regimes are to be consider ed for the long-time behavior of this probability, according to the sign of the difference between upsilon and the drift velocity (V) over bar of the random walker. In one of these regimes (upsilon > (V) over bar), the surviv al probability has a nontrivial limit at long times which is discontinuous at all rational values of upsilon. An algebraic approach allows us to compu te these discontinuities as well as several related quantities. The mathema tical structure underlying the solvability of this model combines elementar y number theory, algebraic functions, and algebraic curves defined over the rationals.