The Gillis model, introduced more than 60 years ago, is a nonhomogeneous random walk with a position-dependent drift. Though parsimoniously cited both in physical and mathematical literature, it provides one of the very few examples of a stochastic system allowing for a number of exact results, although lacking translational invariance. We present old and novel results for this model, which moreover we show represents a discrete version of a diffusive particle in the presence of a logarithmic potential.

Onofri, M., Pozzoli, G., Radice, M., Artuso, R. (2020). Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials. JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT, 2020(11) [10.1088/1742-5468/abbed6].

Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials

Pozzoli, G;
2020

Abstract

The Gillis model, introduced more than 60 years ago, is a nonhomogeneous random walk with a position-dependent drift. Though parsimoniously cited both in physical and mathematical literature, it provides one of the very few examples of a stochastic system allowing for a number of exact results, although lacking translational invariance. We present old and novel results for this model, which moreover we show represents a discrete version of a diffusive particle in the presence of a logarithmic potential.
Articolo in rivista - Articolo scientifico
Diffusion; Extreme value statistics; Transport properties;
English
2020
2020
11
113201
none
Onofri, M., Pozzoli, G., Radice, M., Artuso, R. (2020). Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials. JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT, 2020(11) [10.1088/1742-5468/abbed6].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/469181
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