Universal exploration dynamics of random walks

Abstract

The territory explored by a random walk is a key property that may be quantified by the number of distinct sites that the random walk visits up to a given time. The extent of this spatial exploration characterizes many important physical, chemical, and ecological phenomena. In spite of its fundamental interest and wide utility, the number of visited sites gives only an incomplete picture of this exploration. In this work, we introduce a more fundamental quantity, the elapsed time $\tau_n$ between visits to the $n^{\rm th}$ and the $(n+1)^{\rm st}$ distinct sites, from which the full dynamics about the visitation statistics can be obtained. To determine the distribution of these inter-visit times $\tau_n$, we develop a theoretical approach that relies on a mapping with a trapping problem, in which, in contrast to previously studied situations, the spatial distribution of traps is continuously updated by the random walk itself. Despite the geometrical complexity of the territory explored by a random walk (typically aspherical, as well as containing holes and islands at all scales), we find that the distribution of the $\tau_n$ can be accounted for by simple analytical expressions. Processes as varied as regular diffusion, anomalous diffusion, and diffusion in disordered media and fractals, fall into the same universality classes for the temporal history of distinct sites visited. We confirm our theoretical predictions by Monte Carlo and exact enumeration methods. We also determine additional basic exploration observables, such as the perimeter of the visited domain or the number of islands of unvisited sites enclosed within this domain, thereby illustrating the generality of our approach. Because of their fundamental character and their universality, these inter-visit times represent a promising tool to unravel many more aspects of the exploration dynamics of random walks.