English

Probing the large deviations for the Beta random walk in random medium

Statistical Mechanics 2023-07-28 v1 Disordered Systems and Neural Networks Mathematical Physics math.MP Probability Exactly Solvable and Integrable Systems

Abstract

We consider a discrete-time random walk on a one-dimensional lattice with space and time-dependent random jump probabilities, known as the Beta random walk. We are interested in the probability that, for a given realization of the jump probabilities (a sample), a walker starting at the origin at time t=0t=0 is at position beyond ξT/2\xi \sqrt{T/2} at time TT. This probability fluctuates from sample to sample and we study the large-deviation rate function which characterizes the tails of its distribution at large time T1T \gg 1. It is argued that, up to a simple rescaling, this rate function is identical to the one recently obtained exactly by two of the authors for the continuum version of the model. That continuum model also appears in the macroscopic fluctuation theory of a class of lattice gases, e.g. in the so-called KMP model of heat transfer. An extensive numerical simulation of the Beta random walk, based on an importance sampling algorithm, is found in good agreement with the detailed analytical predictions. A first-order transition in the tilted measure, predicted to occur in the continuum model, is also observed in the numerics.

Keywords

Cite

@article{arxiv.2307.15041,
  title  = {Probing the large deviations for the Beta random walk in random medium},
  author = {Alexander K. Hartmann and Alexandre Krajenbrink and Pierre Le Doussal},
  journal= {arXiv preprint arXiv:2307.15041},
  year   = {2023}
}

Comments

17 pages

R2 v1 2026-06-28T11:42:08.319Z