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The Local Time Distribution of a Particle Diffusing on a Graph

Alain Comtet·Jean Desbois·Satya N. Majumdar
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Abstract

We study the local time distribution of a Brownian particle diffusing along the links on a graph. In particular, we derive an analytic expression of its Laplace transform in terms of the Green's function on the graph. We show that the asymptotic behavior of this distribution has non-Gaussian tails characterized by a nontrivial large deviation function.

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Alain Comtet, Jean Desbois, Satya N. Majumdar. 2002-09-05. The Local Time Distribution of a Particle Diffusing on a Graph. https://doi.org/10.1088/0305-4470%2F35%2F47%2F102

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