Skip to Main content Skip to Navigation
Journal articles

Counting statistics a Feynman-Kac perspective

Abstract : By building upon a Feynman-Kac formalism, we assess the distribution of the number of collisions in a given region for a broad class of discrete-time random walks in absorbing and non absorbing media. We derive the evolution equation for the generating function of the number of collisions, and complete our analysis by examining the moments of the distribution, and their relation to the walker equilibrium density. Some significant applications are discussed in detail in particular, we revisit the gambler-s ruin problem and generalize to random walks with absorption the arcsine law for the number of collisions on the half-line.
Complete list of metadatas

Cited literature [63 references]  Display  Hide  Download

https://hal-cea.archives-ouvertes.fr/cea-02349241
Contributor : Amplexor Amplexor <>
Submitted on : Monday, December 2, 2019 - 3:23:30 PM
Last modification on : Tuesday, April 28, 2020 - 11:28:13 AM
Long-term archiving on: : Tuesday, March 3, 2020 - 3:18:56 PM

File

201200000101.pdf
Files produced by the author(s)

Identifiers

Collections

CEA | DEN

Citation

A. Zoia, E. Dumonteil, A. Mazzolo. Counting statistics a Feynman-Kac perspective. Physical Review E , American Physical Society (APS), 2012, 85, pp.011132. ⟨10.1103/PhysRevE.85.011132⟩. ⟨cea-02349241⟩

Share

Metrics

Record views

62

Files downloads

118