Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Log inSign up
Challenges
Datasets
Workspaces
Papers
Discussions
Leaderboard
Blog
Job Board
Q3AS

© 2026 Aqora Quantum S.A.S.

TermsPrivacyLegal Notice

Average persistence in random walks

Published Jan 1, 2008• 0 citations
OpenAlex

Abstract

diffusion in disordered environments, random quantum spin chains Abstract. — We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the average persistence, the latter being the probability P pr(t) that the expectation value 〈x(t) 〉 of the walker’s position after time t has not returned to the initial value. The average persistence is then connected to the statistics of extreme events of homogeneous random walks which can be computed exactly for moderate system sizes. As a result we obtain a logarithmic dependence P pr(t) ∼ ln(t) −θ with a new exponent θ = 0.191 ± 0.002. We note on a complete correspondence between the average persistence of random walks and the magnetization autocorrelation function of the transverse-field Ising chain, in the homogeneous and disordered case. First passage time or persistence problems have a long history in the physical literature [1]. Recently they gained a lot of interest, since the persistence exponents, describing the asymptotic behavior of first passage time probabilities, are shown to be independent dynamical critical exponents, which have been calculated for various models exactly[2, 3]. Not much is known about analogous quantities in systems with quenched disorder, for instance the random walk (or diffusion) in a disordered environment [4], which is in the one-dimensional case the Sinai-model[5]. For this model the first passage / persistence exponent for a single walker has been determined by us in a previous work [6]. In this letter we introduce and study the concept of average persistence of random walks both in homogeneous and random environments. We consider a random walk with nearest neighbor hopping in one dimension defined by the Master equation pi(t = 0) = δi,1,

Related papers

Average persistence of random walks

Heiko Rieger, Ferenc Iglói

We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center-of-mass persistence of a random walker to the average persistence, the latter being the probability pr ( t ) that the expectation value ⟨ x ( t )⟩ of the walker's position after time t has not returned to the initial value. The average persistence is then connected to the statistics of extreme events of homogeneous random walks which can be computed exactly for moderate system sizes. As a result we obtain a logarithmic dependence pr ( t ) ∼ ln ( t ) − with a new exponent = 0.191 ± 0.002. We note a complete correspondence between the average persistence of random walks and the magnetization autocorrelation function of the transverse-field Ising chain, in the homogeneous and disordered case.

arXiv:cond-mat/9808290•Europhysics Letters (EPL)•Mar 15, 1999•16 citations

Anomalous diffusion in disordered media and random quantum spin chains

Ferenc Iglói, Heiko Rieger

Using exact expressions for the persistence probability and for the leading eigenvalue of the Fokker-Planck operator of a random walk in a random environment, we establish a fundamental relation between the statistical properties of anomalous diffusion and the critical and off-critical behavior of random quantum spin chains. Many exact results are obtained from this correspondence, including the space and time correlations of surviving random walks and the distribution of the gaps of the corresponding Fokker-Planck operator. In turn we derive analytically the dynamical exponent of the random transverse-field Ising spin chain in the Griffiths-McCoy region.

arXiv:cond-mat/9804316•Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics•Oct 1, 1998•47 citations

Comment on "Random Walks, Reaction-Diffusion, and Nonequilibrium Dynamics of Spin Chains in One-Dimensional Random Environments"

Ferenc Iglói, Heiko Rieger

In a recent letter [PRL 80 (1998) 3539] Fisher, Le Doussal and Monthus report new predictions for the persistence properties of Sinai's model, which they obtain by using an approximate real space renormalization group scheme. In this comment we show that these predictions can be derived in a rigorous and more transparent way by reducing the quantities of interest to particular statistical properties of a simple random walk in a homogeneous environment. We also point out that they are valid in a much more general context: our results are neither restricted to the random force model but are valid for any asymmetric hopping model, nor to the vicinity of the critical point.

arXiv:cond-mat/9805170•May 14, 1998•0 citations

Random Walks, Reaction-Diffusion, and Nonequilibrium Dynamics of Spin Chains in One-Dimensional Random Environments

Daniel S. Fisher, Pierre Le Doussal, Cécile Monthus

Sinai's model of diffusion in one dimension with random local bias is studied by a real space renormalization group which yields asymptotically exact long time results. The distribution of the position of a particle and the probability of it not returning to the origin are obtained, as well as the two-time distribution which exhibits ``aging'' with $\mathrm{ln}t/\mathrm{ln}{t}^{\ensuremath{'}}$ scaling and a singularity at $x(t)\phantom{\rule{0ex}{0ex}}=\phantom{\rule{0ex}{0ex}}x({t}^{\ensuremath{'}})$. The effects of a small uniform force are also studied. Extension to motion of many domain walls yields nonequilibrium time dependent correlations for the 1D random field Ising model with Glauber dynamics and ``persistence'' exponents of 1D reaction-diffusion models with random forces.

arXiv:cond-mat/9710270•Physical Review Letters•Apr 20, 1998•130 citations

Quantum Critical Dynamics of the Random Transverse Field Ising Spin Chain

H. Rieger, Ferenc Iglói

Dynamical correlations of the spin and the energy density are investigated in the critical region of the random transverse-field Ising chain by numerically exact calculations in large finite systems (L ≤ 128). The spin-spin autocorrelation function is found to decay proportional to (log t) −2xm and (log t) −2xs m in the bulk and on the surface, respectively, with xm and x s m the bulk and surface magnetization exponents, respectively. On the other hand the critical energy-energy autocorrelation functions have a power law decay, which are characterized by novel critical exponents ηe ≈ 2.2 in the bulk and η s e ≈ 2.5 at the surface, respectively. The numerical results are compared with the predictions of a scaling theory. 05.50.+q, 64.60.Ak, 68.35.Rh Typeset using REVTEX 1 The asymptotic behavior of the time-dependent correlation functions for interacting many-body systems turned out a very difficult subject of theoretical research. Exact results in this field are scarce, one can mention the one-dimensional spin 1/2 XY-model [1] and the Ising chain in a transverse-field [2]. Both models can be mapped onto a system of non-interacting fermions, where the equal-position correlation functions are calculated by the Pfaffian method utilizing the theory of Töplitz determinants. In this Letter we consider- at the first time- the critical dynamical correlations of an interacting quantum system in the presence of quenched (i.e. time-dependent) disorder. It has recently become clear that quenched disorder has rather different effects on phase transitions in quantum systems [3] than on those thermally driven phase transitions. For example, in the Griffiths phase, which is situated at the disordered side of the critical point, the susceptibility has an essential singularity in classical systems, whereas in a quantum system the corresponding singularity is stronger, it is in a power law form. Here we consider the prototype of random quantum systems the one-dimensional random transverse-field Ising model defined by the Hamiltonian:

•Jan 1, 1997•8 citations

Quantum persistence: A random-walk scenario

Sanchari Goswami, Parongama Sen, Arnab Das

In this paper we extend the concept of persistence, well defined for classical stochastic dynamics, to the context of quantum dynamics. We demonstrate the idea via quantum random walk and a successive measurement scheme, where persistence is defined as the time during which a given site remains unvisited by the walker. We also investigated the behavior of related quantities, e.g., the first-passage time and the succession probability (newly defined), etc. The study reveals power-law scaling behavior of these quantities with new exponents. Comparable features of the classical and the quantum walks are discussed.

arXiv:1001.5131•Physical Review E•Feb 18, 2010•14 citations
diffusion in disordered environments, random quantum spin chains Abstract. — We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the average persistence, the latter being the probability P pr(t) that the expectation value 〈x(t) 〉 of the walker’s position after time t has not returned to the initial value. The average persistence is then connected to the statistics of extreme events of homogeneous random walks which can be computed exactly for moderate system sizes. As a result we obtain a logarithmic dependence P pr(t) ∼ ln(t) −θ with a new exponent θ = 0.191 ± 0.002. We note on a complete correspondence between the average persistence of random walks and the magnetization autocorrelation function of the transverse-field Ising chain, in the homogeneous and disordered case. First passage time or persistence problems have a long history in the physical literature [1]. Recently they gained a lot of interest, since the persistence exponents, describing the asymptotic behavior of first passage time probabilities, are shown to be independent dynamical critical exponents, which have been calculated for various models exactly[2, 3]. Not much is known about analogous quantities in systems with quenched disorder, for instance the random walk (or diffusion) in a disordered environment [4], which is in the one-dimensional case the Sinai-model[5]. For this model the first passage / persistence exponent for a single walker has been determined by us in a previous work [6]. In this letter we introduce and study the concept of average persistence of random walks both in homogeneous and random environments. We consider a random walk with nearest neighbor hopping in one dimension defined by the Master equation pi(t = 0) = δi,1,
We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center-of-mass persistence of a random walker to the average persistence, the latter being the probability pr ( t ) that the expectation value ⟨ x ( t )⟩ of the walker's position after time t has not returned to the initial value. The average persistence is then connected to the statistics of extreme events of homogeneous random walks which can be computed exactly for moderate system sizes. As a result we obtain a logarithmic dependence pr ( t ) ∼ ln ( t ) − with a new exponent = 0.191 ± 0.002. We note a complete correspondence between the average persistence of random walks and the magnetization autocorrelation function of the transverse-field Ising chain, in the homogeneous and disordered case.
Using exact expressions for the persistence probability and for the leading eigenvalue of the Fokker-Planck operator of a random walk in a random environment, we establish a fundamental relation between the statistical properties of anomalous diffusion and the critical and off-critical behavior of random quantum spin chains. Many exact results are obtained from this correspondence, including the space and time correlations of surviving random walks and the distribution of the gaps of the corresponding Fokker-Planck operator. In turn we derive analytically the dynamical exponent of the random transverse-field Ising spin chain in the Griffiths-McCoy region.
In a recent letter [PRL 80 (1998) 3539] Fisher, Le Doussal and Monthus report new predictions for the persistence properties of Sinai's model, which they obtain by using an approximate real space renormalization group scheme. In this comment we show that these predictions can be derived in a rigorous and more transparent way by reducing the quantities of interest to particular statistical properties of a simple random walk in a homogeneous environment. We also point out that they are valid in a much more general context: our results are neither restricted to the random force model but are valid for any asymmetric hopping model, nor to the vicinity of the critical point.
Sinai's model of diffusion in one dimension with random local bias is studied by a real space renormalization group which yields asymptotically exact long time results. The distribution of the position of a particle and the probability of it not returning to the origin are obtained, as well as the two-time distribution which exhibits ``aging'' with $\mathrm{ln}t/\mathrm{ln}{t}^{\ensuremath{'}}$ scaling and a singularity at $x(t)\phantom{\rule{0ex}{0ex}}=\phantom{\rule{0ex}{0ex}}x({t}^{\ensuremath{'}})$. The effects of a small uniform force are also studied. Extension to motion of many domain walls yields nonequilibrium time dependent correlations for the 1D random field Ising model with Glauber dynamics and ``persistence'' exponents of 1D reaction-diffusion models with random forces.
Dynamical correlations of the spin and the energy density are investigated in the critical region of the random transverse-field Ising chain by numerically exact calculations in large finite systems (L ≤ 128). The spin-spin autocorrelation function is found to decay proportional to (log t) −2xm and (log t) −2xs m in the bulk and on the surface, respectively, with xm and x s m the bulk and surface magnetization exponents, respectively. On the other hand the critical energy-energy autocorrelation functions have a power law decay, which are characterized by novel critical exponents ηe ≈ 2.2 in the bulk and η s e ≈ 2.5 at the surface, respectively. The numerical results are compared with the predictions of a scaling theory. 05.50.+q, 64.60.Ak, 68.35.Rh Typeset using REVTEX 1 The asymptotic behavior of the time-dependent correlation functions for interacting many-body systems turned out a very difficult subject of theoretical research. Exact results in this field are scarce, one can mention the one-dimensional spin 1/2 XY-model [1] and the Ising chain in a transverse-field [2]. Both models can be mapped onto a system of non-interacting fermions, where the equal-position correlation functions are calculated by the Pfaffian method utilizing the theory of Töplitz determinants. In this Letter we consider- at the first time- the critical dynamical correlations of an interacting quantum system in the presence of quenched (i.e. time-dependent) disorder. It has recently become clear that quenched disorder has rather different effects on phase transitions in quantum systems [3] than on those thermally driven phase transitions. For example, in the Griffiths phase, which is situated at the disordered side of the critical point, the susceptibility has an essential singularity in classical systems, whereas in a quantum system the corresponding singularity is stronger, it is in a power law form. Here we consider the prototype of random quantum systems the one-dimensional random transverse-field Ising model defined by the Hamiltonian:
In this paper we extend the concept of persistence, well defined for classical stochastic dynamics, to the context of quantum dynamics. We demonstrate the idea via quantum random walk and a successive measurement scheme, where persistence is defined as the time during which a given site remains unvisited by the walker. We also investigated the behavior of related quantities, e.g., the first-passage time and the succession probability (newly defined), etc. The study reveals power-law scaling behavior of these quantities with new exponents. Comparable features of the classical and the quantum walks are discussed.