Nonlinear-Cost Random Walk: exact statistics of the distance covered for fixed budget

Autor: Majumdar, Satya N., Mori, Francesco, Vivo, Pierpaolo
Rok vydání: 2023
Předmět:
Zdroj: Phys. Rev. E 108, 064122 (2023)
Druh dokumentu: Working Paper
DOI: 10.1103/PhysRevE.108.064122
Popis: We consider the Nonlinear-Cost Random Walk model in discrete time introduced in [Phys. Rev. Lett. 130, 237102 (2023)], where a fee is charged for each jump of the walker. The nonlinear cost function is such that slow/short jumps incur a flat fee, while for fast/long jumps the cost is proportional to the distance covered. In this paper we compute analytically the average and variance of the distance covered in $n$ steps when the total budget $C$ is fixed, as well as the statistics of the number of long/short jumps in a trajectory of length $n$, for the exponential jump distribution. These observables exhibit a very rich and non-monotonic scaling behavior as a function of the variable $C/n$, which is traced back to the makeup of a typical trajectory in terms of long/short jumps, and the resulting "entropy" thereof. As a byproduct, we compute the asymptotic behavior of ratios of Kummer hypergeometric functions when both the first and last arguments are large. All our analytical results are corroborated by numerical simulations.
Comment: 31 pages, 8 figures
Databáze: arXiv