Fractional Brownian motion in presence of two fixed adsorbing boundaries
Statistical Mechanics
2008-01-07 v1 Probability
Abstract
We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both subdiffusion and superdiffusion regimes, this probability obeys \ln(P_t) \sim - t^{2 H}/L^2, i.e. may decay slower than exponential (subdiffusion) or faster than exponential (superdiffusion). This implies that survival probability S_t of particles undergoing fractional Brownian motion in a one-dimensional system with randomly placed traps follows \ln(S_t) \sim - n^{2/3} t^{2H/3} as t \to \infty, where n is the mean density of traps.
Keywords
Cite
@article{arxiv.0801.0676,
title = {Fractional Brownian motion in presence of two fixed adsorbing boundaries},
author = {G. Oshanin},
journal= {arXiv preprint arXiv:0801.0676},
year = {2008}
}
Comments
13 pages, submitted to J.Phys.A