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85 - L. Turban 2015
We consider a random walk on the fully-connected lattice with $N$ sites and study the time evolution of the number of distinct sites $s$ visited by the walker on a subset with $n$ sites. A record value $v$ is obtained for $s$ at a record time $t$ whe n the walker visits a site of the subset for the first time. The record time $t$ is a partial covering time when $v<n$ and a total covering time when $v=n$. The probability distributions for the number of records $s$, the record value $v$ and the record (covering) time $t$, involving $r$-Stirling numbers, are obtained using generating function techniques. The mean values, variances and skewnesses are deduced from the generating functions. In the scaling limit the probability distributions for $s$ and $v$ lead to the same Gaussian density. The fluctuations of the record time $t$ are also Gaussian at partial covering, when $n-v={mathrm O}(n)$. They are distributed according to the type-I Gumbel extreme-value distribution at total covering, when $v=n$. A discrete sequence of generalized Gumbel distributions, indexed by $n-v$, is obtained at almost total covering, when $n-v={mathrm O}(1)$. These generalized Gumbel distributions are crossing over to the Gaussian distribution when $n-v$ increases.
74 - L. Turban 2014
The probability distribution of the number $s$ of distinct sites visited up to time $t$ by a random walk on the fully-connected lattice with $N$ sites is first obtained by solving the eigenvalue problem associated with the discrete master equation. T hen, using generating function techniques, we compute the joint probability distribution of $s$ and $r$, where $r$ is the number of sites visited only once up to time $t$. Mean values, variances and covariance are deduced from the generating functions and their finite-size-scaling behaviour is studied. Introducing properly centered and scaled variables $u$ and $v$ for $r$ and $s$ and working in the scaling limit ($ttoinfty$, $Ntoinfty$ with $w=t/N$ fixed) the joint probability density of $u$ and $v$ is shown to be a bivariate Gaussian density. It follows that the fluctuations of $r$ and $s$ around their mean values in a finite-size system are Gaussian in the scaling limit. The same type of finite-size scaling is expected to hold on periodic lattices above the critical dimension $d_{rm c}=2$.
104 - F. Igloi , G. Roosz , L. Turban 2014
We study the time evolution of the local magnetization in the critical Ising chain in a transverse field after a sudden change of the parameters at a defect. The relaxation of the defect magnetization is algebraic and the corresponding exponent, whic h is a continuous function of the defect parameters, is calculated exactly. In finite chains the relaxation is oscillating in time and its form is conjectured on the basis of precise numerical calculations.
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