4.6 Article

Large Deviations for Continuous Time Random Walks

Journal

ENTROPY
Volume 22, Issue 6, Pages -

Publisher

MDPI
DOI: 10.3390/e22060697

Keywords

large deviations; diffusing diffusivity; saddle point approximation; continuous time random walk; renewal process

Funding

  1. Planning and Budgeting Committee fellowship program for studying in Bar-Ilan University

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Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the widely applicable continuous time random walk model and obtain the large deviation description of the propagator. Under mild conditions that the microscopic jump lengths distribution is decaying exponentially or faster i.e., Levy like power law distributed jump lengths are excluded, and that the distribution of the waiting times is analytical for short waiting times, the spreading of particles follows an exponential decay at large distances, with a logarithmic correction. Here we show how anti-bunching of jump events reduces the effect, while bunching and intermittency enhances it. We employ exact solutions of the continuous time random walk model to test the large deviation theory.

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