arXiv subjects

Satya N. Majumdar

Publications and source records attributed to Satya N. Majumdar.

At least 235 records · Page 13Linked to original sources

arXiv2014

Condensation transition in joint large deviations of linear statistics

Real space condensation is known to occur in stochastic models of mass transport in the regime in which the globally conserved mass density is greater than a critical value. It has been shown within models with factorised stationary states that the condensation can be understood in terms of sums of independent and identically distributed random variables: these exhibit condensation when they are conditioned to a large deviation of their sum. It is well understood that the condensation, whereby one of the random variables contributes a finite fraction to the sum, occurs only if the underlying probability distribution (modulo exponential) is heavy-tailed, i.e. decaying slower than exponential. Here we study a similar phenomenon in which condensation is exhibited for non-heavy-tailed distributions, provided random variables are additionally conditioned on a large deviation of certain linear statistics. We provide a detailed theoretical analysis explaining the phenomenon, which is supported by Monte Carlo simulations (for the case where the additional constraint is the sample variance) and demonstrated in several physical systems. Our results suggest that the condensation is a generic phenomenon that pertains to both typical and rare events.

cond-mat.stat-mech↗

arXiv2014

Statistics of the first passage time of Brownian motion conditioned by maximum value or area

We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of Brownian excursions of fixed duration, which we also derive for completeness within the same mathematical framework. Various applications are indicated.

cond-mat.stat-mech↗

arXiv2014

Instanton Approach to Large $N$ Harish-Chandra-Itzykson-Zuber Integrals

We reconsider the large $N$ asymptotics of Harish-Chandra-Itzykson-Zuber integrals. We provide, using Dyson's Brownian motion and the method of instantons, an alternative, transparent derivation of the Matytsin formalism for the unitary case. Our method is easily generalized to the orthogonal and symplectic ensembles. We obtain an explicit solution of Matytsin's equations in the case of Wigner matrices, as well as a general expansion method in the dilute limit, when the spectrum of eigenvalues spreads over very wide regions.

cond-mat.stat-mech↗

arXiv2014

First order transition for the optimal search time of Lévy flights with resetting

We study analytically an intermittent search process in one dimension. There is an immobile target at the origin and a searcher undergoes a discrete time jump process starting at $x_0\geq0$, where successive jumps are drawn independently from an arbitrary jump distribution $f(η)$. In addition, with a probability $0\leq r \leq1$ the position of the searcher is reset to its initial position $x_0$. The efficiency of the search strategy is characterized by the mean time to find the target, i.e., the mean first passage time (MFPT) to the origin. For arbitrary jump distribution $f(η)$, initial position $x_0$ and resetting probability $r$, we compute analytically the MFPT. For the heavy-tailed Lévy stable jump distribution characterized by the Lévy index $0<μ< 2$, we show that, for any given $x_0$, the MFPT has a global minimum in the $(μ,r)$ plane at $(μ^*(x_0),r^*(x_0))$. We find a remarkable first-order phase transition as $x_0$ crosses a critical value $x_0^*$ at which the optimal parameters change discontinuously. Our analytical results are in good agreement with numerical simulations.

cond-mat.stat-mech↗

arXiv2014

Non-local response in a lattice gas under a shear drive

In equilibrium, the effect of a spatially localised perturbation is typically confined around the perturbed region. Quite contrary to this, in a non-equilibrium stationary state often the entire system is affected. This appears to be a generic feature of non-equilibrium. We study such non-local response in the stationary state of a lattice gas with a shear drive at the boundary which keeps the system out of equilibrium. We show that a perturbation in the form of a localised blockage at the boundary, induces algebraically decaying density and current profile. In two examples, non-interacting particles and particles with simple exclusion, we analytically derive the power-law tail of the profiles.

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arXiv2014

Branching Brownian Motion Conditioned on Particle Numbers

We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time where at each time step, every particle in the system either diffuses (with diffusion constant $D$), dies (with rate $d$) or splits into two independent particles (with rate $b$). We derive exact results for the probability distribution function of $g_k(t) = x_k(t) - x_{k+1}(t)$, the distance between successive particles, conditioned on the event that there are exactly $n$ particles in the system at a given time $t$. We show that at large times these conditional distributions become stationary $P(g_k, t \to \infty|n) = p(g_k|n)$. We show that they are characterised by an exponential tail $p(g_k|n) \sim \exp[-\sqrt{\frac{|b - d|}{2 D}} ~g_k]$ for large gaps in the subcritical ($b < d$) and supercritical ($b > d$) phases, and a power law tail $p(g_k) \sim 8\left(\frac{D}{b}\right){g_k}^{-3}$ at the critical point ($b = d$), independently of $n$ and $k$. Some of these results for the critical case were announced in a recent letter [K. Ramola, S. N. Majumdar and G. Schehr, Phys. Rev. Lett. 112, 210602 (2014)].

cond-mat.stat-mech↗

arXiv2014

Phase transitions and edge scaling of number variance in Gaussian random matrices

We consider $N\times N$ Gaussian random matrices, whose average density of eigenvalues has the Wigner semi-circle form over $[-\sqrt{2},\sqrt{2}]$. For such matrices, using a Coulomb gas technique, we compute the large $N$ behavior of the probability $\mathcal{P}_{\scriptscriptstyle N,L}(N_L)$ that $N_L$ eigenvalues lie within the box $[-L,L]$. This probability scales as $\mathcal{P}_{\scriptscriptstyle N,L}(N_L=κ_L N)\approx\exp\left(-β N^2 ψ_L(κ_L)\right)$, where $β$ is the Dyson index of the ensemble and $ψ_L(κ_L)$ is a $β$-independent rate function that we compute exactly. We identify three regimes as $L$ is varied: (i) $\, N^{-1}\ll L<\sqrt{2}$ (bulk), (ii) $\ L\sim\sqrt{2}$ on a scale of $\mathcal{O}(N^{-{2}/{3}})$ (edge) and (iii) $\ L > \sqrt{2}$ (tail). We find a dramatic non-monotonic behavior of the number variance $V_N(L)$ as a function of $L$: after a logarithmic growth $\propto \ln (N L)$ in the bulk (when $L \sim {\cal O}(1/N)$), $V_N(L)$ decreases abruptly as $L$ approaches the edge of the semi-circle before it decays as a stretched exponential for $L > \sqrt{2}$. This "drop-off" of $V_N(L)$ at the edge is described by a scaling function $\tilde V_β$ which smoothly interpolates between the bulk (i) and the tail (iii). For $β= 2$ we compute $\tilde V_2$ explicitly in terms of the Airy kernel. These analytical results, verified by numerical simulations, directly provide for $β=2$ the full statistics of particle-number fluctuations at zero temperature of 1d spinless fermions in a harmonic trap.

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arXiv2014

On the Gap and Time Interval between the First Two Maxima of Long Random Walks

In the context of order statistics of discrete time random walks (RW), we investigate the statistics of the gap, $G_n$, and the number of time steps, $L_n$, between the two highest positions of a Markovian one-dimensional random walker, starting from $x_0 = 0$, after $n$ time steps (taking the $x$-axis vertical). The jumps $η_i = x_i - x_{i-1}$ are independent and identically distributed random variables drawn from a symmetric probability distribution function (PDF), $f(η)$, the Fourier transform of which has the small $k$ behavior $1 - \hat f(k) \propto |k|^μ$, with $0 < μ\leq 2$. For $μ=2$, the variance of the jump distribution is finite and the RW (properly scaled) converges to a Brownian motion. For $0<μ<2$, the RW is a Lévy flight of index $μ$. We show that the joint PDF of $G_n$ and $L_n$ converges to a well defined stationary bi-variate distribution $p(g,l)$ as the RW duration $n$ goes to infinity. We present a thorough analytical study of the limiting joint distribution $p(g,l)$, as well as of its associated marginals $p_{\rm gap}(g)$ and $p_{\rm time}(l)$, revealing a rich variety of behaviors depending on the tail of $f(η)$ (from slow decreasing algebraic tail to fast decreasing super-exponential tail). We also address the problem for a random bridge where the RW starts and ends at the origin after $n$ time steps. We show that in the large $n$ limit, the PDF of $G_n$ and $L_n$ converges to the {\it same} stationary distribution $p(g,l)$ as in the case of the free-end RW. Finally, we present a numerical check of our analytical predictions. Some of these results were announced in a recent letter [S. N. Majumdar, Ph. Mounaix, G. Schehr, Phys. Rev. Lett. {\bf 111}, 070601 (2013)].

cond-mat.stat-mech↗

arXiv2014

Diffusion with resetting in arbitrary spatial dimension

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state which exhibits non-Gaussian behaviour. We then consider the presence of an absorbing target centred at the origin and compute the survival probability and mean time to absorption of the diffusive particle by the target. The mean absorption time is finite and has a minimum value at an optimal resetting rate $r^*$ which depends on dimension. Finally we consider the problem of a finite density of diffusive particles, each resetting to its own initial position. While the typical survival probability of the target at the origin decays exponentially with time regardless of spatial dimension, the average survival probability decays asymptotically as $\exp -A (\log t)^d$ where $A$ is a constant. We explain these findings using an interpretation as a renewal process and arguments invoking extreme value statistics.

cond-mat.stat-mech↗

arXiv2014

Universal statistics of longest lasting records of random walks and Lévy flights

We study the record statistics of random walks after $n$ steps, $x_0, x_1,\ldots, x_n$, with arbitrary symmetric and continuous distribution $p(η)$ of the jumps $η_i = x_i - x_{i-1}$. We consider the age of the records, i.e. the time up to which a record survives. Depending on how the age of the current last record is defined, we propose three distinct sequences of ages (indexed by $α$ = I, II, III) associated to a given sequence of records. We then focus on the longest lasting record, which is the longest element among this sequence of ages. To characterize the statistics of these longest lasting records, we compute: (i) the probability that the record of the longest age is broken at step $n$, denoted by $Q^α(n)$, which we call the probability of record breaking and: (ii) the duration of the longest lasting record, $\ell_{\max}^α(n)$. We show that both $Q^α(n)$ and the full statistics of $\ell_{\max}^α(n)$ are universal, i.e. independent of the jump distribution $p(η)$. We compute exactly the large $n$ asymptotic behaviors of $Q^α(n)$ as well as $\langle \ell_{\max}^α(n)\rangle$ (when it exists) and show that each case gives rise to a different universal constant associated to random walks (including Lévy flights). While two of them appeared before in the excursion theory of Brownian motion, for which we provide here a simpler derivation, the third case gives rise to a non-trivial new constant $C^{\rm III} = 0.241749 \ldots$ associated to the records of random walks. Other observables characterizing the ages of the records, exhibiting an interesting universal behavior, are also discussed.

cond-mat.stat-mech↗

arXiv2014

Universal Order and Gap Statistics of Critical Branching Brownian Motion

We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which we focus on, we show that, at large time $t$, the particles are collectively bunched together. We find indeed that there are two length scales in the system: (i) the diffusive length scale $\sim \sqrt{Dt}$ which controls the collective fluctuations of the whole bunch and (ii) the length scale of the gap between the bunched particles $\sim \sqrt{D/b}$. We compute the probability distribution function $P(g_k,t|n)$ of the $k$th gap $g_k = x_k - x_{k+1}$ between the $k$th and $(k+1)$th particles given that the system contains exactly $n>k$ particles at time $t$. We show that at large $t$, it converges to a stationary distribution $P(g_k,t\to \infty|n) = p(g_k|n)$ with an algebraic tail $p(g_k|n) \sim 8(D/b) g_k^{-3}$, for $g_k \gg 1$, independent of $k$ and $n$. We verify our predictions with Monte Carlo simulations.

cond-mat.stat-mech↗

arXiv2014

Wigner time-delay distribution in chaotic cavities and freezing transition

Using the joint distribution for proper time-delays of a chaotic cavity derived by Brouwer, Frahm & Beenakker [Phys. Rev. Lett. {\bf 78}, 4737 (1997)], we obtain, in the limit of large number of channels $N$, the large deviation function for the distribution of the Wigner time-delay (the sum of proper times) by a Coulomb gas method. We show that the existence of a power law tail originates from narrow resonance contributions, related to a (second order) freezing transition in the Coulomb gas.

cond-mat.mes-hall↗

arXiv2014

Long-range correlations in a locally driven exclusion process

We show that the presence of a driven bond in an otherwise diffusive lattice gas with simple exclusion interaction results in long-range density-density correlation in its stationary state. In dimensions $d>1$ we show that in the thermodynamic limit this correlation decays as $C(r,s)\sim (r^2+s^2)^{-d}$ at large distances $r$ and $s$ away from the drive with $|r-s|>>1$. This is derived using an electrostatic analogy whereby $C(r,s)$ is expressed as the potential due to a configuration of electrostatic charges distributed in $2d$-dimension. At bulk density $ρ=1/2$ we show that the potential is that of a localized quadrupolar charge. At other densities the same is correct in leading order in the strength of the drive and is argued numerically to be valid at higher orders.

cond-mat.stat-mech↗

arXiv2014

Maximal distance travelled by N vicious walkers till their survival

We consider $N$ Brownian particles moving on a line starting from initial positions ${\bf{u}}\equiv \{u_1,u_2,\dots u_N\}$ such that $0<u_1 < u_2 < \cdots < u_N$. Their motion gets stopped at time $t_s$ when either two of them collide or when the particle closest to the origin hits the origin for the first time. For $N=2$, we study the probability distribution function $p_1(m|{\bf{u}})$ and $p_2(m|{\bf{u}})$ of the maximal distance travelled by the $1^{\text{st}}$ and $2^{\text{nd}}$ walker till $t_s$. For general $N$ particles with identical diffusion constants $D$, we show that the probability distribution $p_N(m|{\bf u})$ of the global maximum $m_N$, has a power law tail $p_i(m|{\bf{u}}) \sim {N^2B_N\mathcal{F}_{N}({\bf u})}/{m^{ν_N}}$ with exponent $ν_N =N^2+1$. We obtain explicit expressions of the function $\mathcal{F}_{N}({\bf u})$ and of the $N$ dependent amplitude $B_N$ which we also analyze for large $N$ using techniques from random matrix theory. We verify our analytical results through direct numerical simulations.

cond-mat.stat-mech↗

arXiv2014

Constraint driven condensation in large fluctuations of linear statistics

Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in traffic and gelation in networks. We show here that the same condensation scenario, which normally happens only if the underlying probability distribution has tails heavier than exponential, can occur for light-tailed distributions in the presence of additional constraints. We demonstrate this phenomenon on the sample variance, whose probability distribution conditioned on the particular value of the sample mean undergoes a phase transition. The transition is manifested by a change in behavior of the large deviation rate function.

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arXiv2013

Fluctuating interfaces subject to stochastic resetting

We study one-dimensional fluctuating interfaces of length $L$ where the interface stochastically resets to a fixed initial profile at a constant rate $r$. For finite $r$ in the limit $L \to \infty$, the system settles into a nonequilibrium stationary state with non-Gaussian interface fluctuations, which we characterize analytically for the Kardar-Parisi-Zhang and Edwards-Wilkinson universality class. Our results are corroborated by numerical simulations. We also discuss the generality of our results for a fluctuating interface in a generic universality class.

cond-mat.stat-mech↗

arXiv2013

Index Distribution of Cauchy Random Matrices

Using a Coulomb gas technique, we compute analytically the probability $\mathcal{P}_β^{(C)}(N_+,N)$ that a large $N\times N$ Cauchy random matrix has $N_+$ positive eigenvalues, where $N_+$ is called the index of the ensemble. We show that this probability scales for large $N$ as $\mathcal{P}_β^{(C)}(N_+,N)\approx \exp\left[-βN^2 ψ_C(N_+/N)\right]$, where $β$ is the Dyson index of the ensemble. The rate function $ψ_C(κ)$ is computed in terms of single integrals that are easily evaluated numerically and amenable to an asymptotic analysis. We find that the rate function, around its minimum at $κ=1/2$, has a quadratic behavior modulated by a logarithmic singularity. As a consequence, the variance of the index scales for large $N$ as $\mathrm{Var}(N_+)\sim σ_C\ln N$, where $σ_C=2/(βπ^2)$ is twice as large as the corresponding prefactor in the Gaussian and Wishart cases. The analytical results are checked by numerical simulations and against an exact finite $N$ formula which, for $β=2$, can be derived using orthogonal polynomials.

cond-mat.stat-mech↗

arXiv2013

Sampling fractional Brownian motion in presence of absorption: a Markov Chain method

We study fractional Brownian motion (fBm) characterized by the Hurst exponent H. Using a Monte Carlo sampling technique, we are able to numerically generate fBm processes with an absorbing boundary at the origin at discrete times for a large number of 10^7 time steps even for small values like H=1/4. The results are compatible with previous analytical results that the distribution of (rescaled) endpoints y follow a power law P(y) y^ϕwith ϕ=(1-H)/H, even for small values of H. Furthermore, for the case H=0.5 we also study analytically the finite-length corrections to the first order, namely a plateau of P(y) for y->0 which decreases with increasing process length. These corrections are compatible with the numerical results.

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