English

Current fluctuations of a self-interacting diffusion on a ring

Statistical Mechanics 2024-12-16 v4 Probability

Abstract

We investigate fluctuations in the average speed or current of a self-interacting diffusion (SID) on a ring, mimicking the non-Markovian behaviour of an agent influenced by its own path. We derive the SID's phase diagram, showing a delocalisation-localisation phase transition from self-repelling to self-attracting. Current fluctuations are analysed using: (i) an adiabatic approximation, where the system reaches its stationary distribution before developing current fluctuations, and (ii) an original extension of level 2.5 large deviations for Markov processes combined with perturbation theory. Both methods provide lower bounds to current fluctuations, with the former tighter than the latter in all localised regimes, and both equally tight in the self-repelling region. Both methods accurately estimate the asymptotic variance and suggests a phase transition at the onset of the localised regime.

Keywords

Cite

@article{arxiv.2406.15561,
  title  = {Current fluctuations of a self-interacting diffusion on a ring},
  author = {Francesco Coghi},
  journal= {arXiv preprint arXiv:2406.15561},
  year   = {2024}
}

Comments

23 pages (18 + appendices and references), 4 figures. Accessible version at https://drive.google.com/file/d/1VjtzjSJvyPLZbDVKhS1US6-h-xk1X-Wu/view

R2 v1 2026-06-28T17:15:27.831Z