Area fluctuations on a subinterval of Brownian excursion

Baruch Meerson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

Area fluctuations of a Brownian excursion are described by the Airy distribution, which has found applications in different areas of physics, mathematics and computer science. Here we generalize this distribution to describe the area fluctuations on a subinterval of a Brownian excursion. In the first version of the problem (model 1) no additional conditions are imposed. In the second version (model 2) we study the distribution of the area fluctuations on a subinterval given the excursion area on the whole interval. Both versions admit convenient path-integral formulations. In model 1 we obtain an explicit expression for the Laplace transform of the area distribution on the subinterval. In both models we focus on large deviations of the area by evaluating the tails of the area distributions, sometimes taking into account pre-exponential factors. When conditioning on very large areas in model 2, we uncover two singularities in the rate function of the subinterval area fraction. They can be interpreted as dynamical phase transitions of the second and third order.

Original languageAmerican English
Article number103208
JournalJournal of Statistical Mechanics: Theory and Experiment
Volume2020
Issue number10
DOIs
StatePublished - Oct 2020

Bibliographical note

Publisher Copyright:
© 2020 IOP Publishing Ltd and SISSA Medialab srl.

Keywords

  • Brownian motion
  • Diffusion
  • Fluctuation phenomena
  • Large deviations in nonequilibrium systems

Fingerprint

Dive into the research topics of 'Area fluctuations on a subinterval of Brownian excursion'. Together they form a unique fingerprint.

Cite this