Souvenir collector's walk: The distribution of the number of steps of a continuous-time random walk ending at a given position

We consider a random walker performing a continuous-time random walk (CTRW) with a symmetric step lengths' distribution possessing a finite second moment and with a power-law waiting time distribution with finite or diverging first moment. The problem we pose concerns the distribution of the number of steps of the corresponding CTRW conditioned on the final position of the walker at some long time t. For positions within the scaling domain of the probability density function (PDF) of final displacements, the distributions of the number of steps show a considerable amount of universality, and are different in the cases when the corresponding CTRW corresponds to subdiffusion and to normal diffusion. We moreover note that the mean value of the number of steps can be obtained independently and follows from the solution of the Poisson equation whose right-hand side depends on the PDF of displacements only. This approach works not only in the scaling domain but also in the large deviation domain of the corresponding PDF, where the behavior of the mean number of steps is very sensitive to the details of the waiting time distribution beyond its power-law asymptotics.

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Publication Details

Journal
Physical review. E
Published
2025-05-23
DOI
https://doi.org/10.1103/6j5n-bqcf
Primary Topic
Fractional Differential Equations Solutions
Type
article
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article

Souvenir collector's walk: The distribution of the number of steps of a continuous-time random walk ending at a given position

Karl J. Friston
Physical review. E
Fractional Differential Equations Solutions
article

Souvenir collector's walk: The distribution of the number of steps of a continuous-time random walk ending at a given position

Karl J. Friston
article en

Abstract

We consider a random walker performing a continuous-time random walk (CTRW) with a symmetric step lengths' distribution possessing a finite second moment and with a power-law waiting time distribution with finite or diverging first moment. The problem we pose concerns the distribution of the number of steps of the corresponding CTRW conditioned on the final position of the walker at some long time t. For positions within the scaling domain of the probability density function (PDF) of final displacements, the distributions of the number of steps show a considerable amount of universality, and are different in the cases when the corresponding CTRW corresponds to subdiffusion and to normal diffusion. We moreover note that the mean value of the number of steps can be obtained independently and follows from the solution of the Poisson equation whose right-hand side depends on the PDF of displacements only. This approach works not only in the scaling domain but also in the large deviation domain of the corresponding PDF, where the behavior of the mean number of steps is very sensitive to the details of the waiting time distribution beyond its power-law asymptotics.

Physical review. EVol. 112(2)
Humboldt-Universität zu Berlin (DE)
Openalex Percentile: Top 87%
Fractional Differential Equations Solutions
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Souvenir collector's walk: The distribution of the number of steps of a continuous-time random walk ending at a given position — Karl J. Friston · Physical review. E (2025) | TGRS Research Map | TGRS