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arXiv · 2109.14374

Stiffness of random walks with reflecting boundary conditions

Sascha Kaldasch·Andreas Engel
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Abstract

We study the distribution of occupation times for a one-dimensional random walk restricted to a finite interval by reflecting boundary conditions. At short times the classical bimodal distribution due to L\'evy is reproduced with walkers staying mostly either left or right to the initial point. With increasing time, however, the boundaries suppress large excursions from the starting point, and the distribution becomes unimodal converging to a $\delta$-distribution in the long time limit. An approximate spectral analysis of the underlying Fokker-Planck equation yields results in excellent agreement with numerical simulations.

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Sascha Kaldasch, Andreas Engel. 2021-09-29. Stiffness of random walks with reflecting boundary conditions. https://doi.org/10.1103/physreve.105.034132

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