English

Occupation time statistics of the random acceleration model

Statistical Mechanics 2016-05-06 v3

Abstract

The random acceleration model is one of the simplest non-Markovian stochastic systems and has been widely studied in connection with applications in physics and mathematics. However, the occupation time and related properties are non-trivial and not yet completely understood. In this paper we consider the occupation time T+T_+ of the one-dimensional random acceleration model on the positive half-axis. We calculate the first two moments of T+T_+ analytically and also study the statistics of T+T_+ with Monte Carlo simulations. One goal of our work was to ascertain whether the occupation time T+T_+ and the time TmT_m at which the maximum of the process is attained are statistically equivalent. For regular Brownian motion the distributions of T+T_+ and TmT_m coincide and are given by L\'evy's arcsine law. We show that for randomly accelerated motion the distributions of T+T_+ and TmT_m are quite similar but not identical. This conclusion follows from the exact results for the moments of the distributions and is also consistent with our Monte Carlo simulations.

Keywords

Cite

@article{arxiv.1603.06883,
  title  = {Occupation time statistics of the random acceleration model},
  author = {Hermann Joel Ouandji Boutcheng and Thomas Bouetou Bouetou and Theodore W. Burkhardt and Alberto Rosso and Andrea Zoia and Kofane Timoleon Crepin},
  journal= {arXiv preprint arXiv:1603.06883},
  year   = {2016}
}

Comments

10 pages, 4 figures

R2 v1 2026-06-22T13:16:20.560Z