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Large deviations for continuous time random walks

2020/05/31 by Wanli Wang, Eli Barkai, Stanislav Burov · 1 citation
Physics and Astronomy · #cond-mat.stat-mech

paper · pdf · doi:10.3390/e22060697

19 pages and 14 figures

arxiv created 2022/03/22 · arxiv updated 2022/03/23

Abstract

Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the widely applicable continuous time random walk model and obtain the large deviation description of the propagator. Under mild conditions that the microscopic jump lengths distribution is decaying exponentially or faster i.e. Lévy like power law distributed jump lengths are excluded, and that the distribution of the waiting times is analytical for short waiting times, the spreading of particles follows an exponential decay at large distances, with a logarithmic correction. Here we show how anti-bunching of jump events reduces the effect, while bunching and intermittency enhances it. We employ exact solutions of the continuous time random walk model to test the large deviation theory.

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