Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 1409.4586

Fluctuations around equilibrium laws in ergodic continuous-time random walks

Johannes H. P. Schulz·Eli Barkai
View original source ↗Read source document ↗Export metadata ↓

Abstract

We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the non-ergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

Explore related subjects

cond-mat.stat-mech

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Johannes H. P. Schulz, Eli Barkai. 2015-06-08. Fluctuations around equilibrium laws in ergodic continuous-time random walks. https://doi.org/10.1103/physreve.91.062129

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Breakdown of Adiabatic Scaling and Noise-induced Functional Synchronization in Deeply Quiescent Excitable Systems

Coherence resonance (CR) characterizes noise-induced regularity in excitable systems, yet its evaluation in quiescent biological media is often obscured by flattened energy landscapes and complex nonlinear dynamics. In this study, we investigate the stochastic dynamics of a 3D Sherman-Rinzel-Keizer (SRK) model driven by multiplicative Feller noise. We show that traditional extremal evaluations of CR encounter a "bathtub effect", a broad resonance valley that can lead to statistical inaccuracies. To address this, we propose a logarithmic centroid extraction method, which filters out stochastic jitter and recovers the underlying adiabatic Kramers scaling with high linearity. Furthermore, we identify the physical boundary where this adiabatic approximation breaks down under the strong-noise limit. Extending our analysis to gap-junction coupled systems, we observe a noise-induced transition from sub-threshold physiological shivering (characterized by statistical correlation but negligible functional output) to macroscopic functional synchronization. Our results provide a mathematical framework for extracting optimal noise intensities in broad energy valleys and offer insights into how quiescent biological systems utilize stochastic fluctuations for functional recovery.

cond-mat.stat-mech↗
arXiv2026

Quantum Stochastic Walks on the Permutation Group

How rapidly does order give way to randomness, and can quantum coherence accelerate this process? We address these questions through the paradigmatic problem of card shuffling, formulated as a random walk on the symmetric group $S_n$. We first recast the random-transposition walk studied by Diaconis and Shahshahani, as well as more general walks generated by conjugacy classes of $S_n$, in continuous time. We then identify the transition matrix of each classical walk with a permutation Hamiltonian generating a corresponding unitary quantum walk. Purely unitary evolution, however, does not generically converge to the uniform distribution in the classical sense of mixing: coherence preserves information rather than erasing it. We therefore embed the problem into a quantum stochastic walk, where coherent dynamics competes with the dissipative process responsible for classical mixing. In this setting, quantum coherence assists randomization. We prove that it can only decrease the distance from the uniform distribution in the computational basis and can therefore accelerate mixing. An analysis of the slowest mode yields a criterion for the coupling strength required to produce an appreciable speedup. Finally, numerical results reveal a scaling collapse of the ratio between quantum and classical mixing times onto a simple one-parameter form. Our results illustrate how coherence and dissipation can cooperate in the emergence of randomness in walks on permutation groups.

cond-mat.stat-mech↗
arXiv2026

Exact Nonperturbative Equilibrium Mode Statistics in Nonlinear Wave and Lattice Systems

We derive exact finite-size nonperturbative representations of equilibrium modal occupations and related statistics for three representative nonlinear systems: the Majda-McLaughlin-Tabak dispersive-wave model, the Fermi-Pasta-Ulam-Tsingou beta anharmonic chain, and the discrete nonlinear Schrodinger lattice field. Independent simulations confirm the predictions from weak to strong nonlinearity. For DNLS, the theory remains accurate across the weak-coupling quasicondensation crossover, where large low-mode occupations and long-range coherence amplify interaction effects even when the bare nonlinear coefficient is small. The finite-ring DNLS occupations are further resolved into a positive sum of Rayleigh-Jeans channels with distinct correlation lengths, explaining when a single Rayleigh-Jeans law applies and why it fails near quasicondensation. In MMT and DNLS, the exact occupations also determine the mean modal frequencies even when the dynamical spectra broaden or split. The nonperturbative results allow a direct assessment of two representative perturbative approaches. Treating the mean interaction appropriately yields accurate low-order approximations, including at strong nonlinearity. At higher orders, however, the corrections cease to decrease and successive approximations oscillate with increasing amplitude; both finite-order approaches also fail near weak-coupling quasicondensation. Thus neither low-order agreement nor a small bare coupling guarantees a reliable perturbative description. The results establish nonperturbative equilibrium theory for widely used nonlinear wave and lattice models and provide a quantitative basis for modal distributions of energy, particles, and optical power in nonlinear optics, dispersive waves, anharmonic lattices, and cold-atom systems.

cond-mat.stat-mech↗