Asymptotic analysis of a random walk with a history-dependent step length

Ronald Dickman, Francisco Fontenele Araujo, Jr., and Daniel ben-Avraham
Phys. Rev. E 66, 051102 – Published 11 November 2002
PDFExport Citation

Abstract

We study an unbiased, discrete-time random walk on the nonnegative integers, with the origin absorbing, and a history-dependent step length. Letting y denote the maximum distance the walker has ever been from the origin, steps that do not change y have length v, while those that increase y (taking the walker to a site that has never been visited) have length n. The process serves as a simplified model of spreading in systems with an infinite number of absorbing configurations. Asymptotic analysis of the probability generating function shows that, for large t, the survival probability decays as S(t)tδ, with δ=v/2n. Our expression for the decay exponent is in agreement with the results obtained via numerical iteration of the transition matrix.

  • Received 14 June 2002

DOI:https://doi.org/10.1103/PhysRevE.66.051102

©2002 American Physical Society

Authors & Affiliations

Ronald Dickman1,*, Francisco Fontenele Araujo, Jr.1,†, and Daniel ben-Avraham2,‡

  • 1Departamento de Física, ICEx, Universidade Federal de Minas Gerais, Caixo Postal 702, 30.161-970, Belo Horizonte, Minas Gerais, Brazil
  • 2Physics Department and Center for Statistical Physics (CISP), Clarkson University, Potsdam, New York 13699-5820

  • *Email address: dickman@fisica.ufmg.br
  • Email address: ffaraujo@fisica.ufmg.br
  • Email address: benavraham@clarkson.edu

References (Subscription Required)

Click to Expand
Issue

Vol. 66, Iss. 5 — November 2002

Reuse & Permissions
Access Options
Author publication services for translation and copyediting assistance advertisement

Authorization Required


×
×

Images

×

Sign up to receive regular email alerts from Physical Review E

Log In

Cancel
×

Search


Article Lookup

Paste a citation or DOI

Enter a citation
×