English

On Properties of Non-Markovian Random Walk in One Dimension

Statistical Mechanics 2022-10-19 v2

Abstract

We study a strongly Non-Markovian variant of random walk in which the probability of visiting a given site ii is a function ff of number of previous visits v(i)v(i) to the site. If the probability is proportional to number of visits to the site, say f(i)=(v(i)+1)αf(i)=(v(i)+1)^{\alpha} the probability distribution of visited sites tends to be flat for α>0{\alpha}>0 compared to simple random walk. For f(i)=ev(i)f(i)=e^{-v(i)}, we observe a distribution with two peaks. The origin is no longer the most probable site. The probability is maximum at site k(t) which increases in time. For f(i)=ev(i)f(i)=e^{-v(i)} and for α>0{\alpha}>0 the properties do not change as the walk ages. However, for α<0{\alpha}<0, the properties are similar to simple random walk asymptotically. We study lattice covering time for these functions. The lattice covering time scales as NzN^{z}, with z=2z=2, for α0{\alpha} \le 0, z>2z>2 for α>0{\alpha} >0 and z<2z<2 for f(i)=ev(i)f(i)=e^{-v(i)}.

Keywords

Cite

@article{arxiv.2103.10716,
  title  = {On Properties of Non-Markovian Random Walk in One Dimension},
  author = {M C Warambhe and P M Gade},
  journal= {arXiv preprint arXiv:2103.10716},
  year   = {2022}
}

Comments

Accepted in International Conference on Research Frontiers in Sciences. (7 Pages and 9 Figures)