SearcharxivSearch

arXiv · 2608.04730

A new look at some aspects of one-dimensional random sequential adsorption and its continuum limit

Abstract

Fix a positive integer $k\ge2$, and for $n\ge k$, consider a row of $n$ molecules. From among the $n-k+1$ nearest-neighbor $k$-tuples of molecules, select one uniformly at random and bond the $k$ molecules. Now, from all the remaining nearest-neighbor $k$-tuples, again select one uniformly at random and bond the $k$ molecules. Continue like this until there are no nearest-neighbor $k$-tuples left. Let $M^{(n)}_k$ denote the expected value of the number of bonded molecules. An explicit integral formula for $m_k:=\lim_{n\to\infty}\frac{M^{(n)}_k}n$ is known, and an explicit formula for $m_\infty:=\lim_{k\to\infty}m_k$ is known. The constant $m_\infty$, known as the R\'enyi parking constant, arises as the limiting packing density for a continuous analog of the above discrete packing problems. These are all models of what is called random sequential adsorption (RSA). The first part of this paper studies the gaps of sizes $0,1,\cdots, k-1$ that arise between bonded $k$-tuples and shows that after scaling the $k$-grid, when $k\to\infty$ the empirical distribution of expected gaps in the discrete problem on the lattice converges weakly to an appropriate gap distribution that is known to hold for the above noted continuous analog. The second part of the this paper considers two different models of the discrete bonding problem when both $k_1$-bonding and $k_2$-bonding occur, with $2\le k_1<k_2$. Explicit formulas are obtained for the analogs of $m_k$, and the asymptotic behavior of these analogs is studied both when $k_2\to\infty$ with $k_1$ fixed, and when $k_1,k_2\to\infty$ at certain ratios.

Explore related subjects

Keep this discovery

BibTeXRIS

Ross G. Pinsky. 2026-08-05. A new look at some aspects of one-dimensional random sequential adsorption and its continuum limit. https://arxiv.org/abs/2608.04730

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

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR