Restricted random walk model as a new testing ground for the applicability of q-statistics

preprint2011arXivOpen access

Abstract

We present exact results obtained from Master Equations for the probability function P(y,T) of sums y=∑t=1Txty=\sum_{t=1}^T x_t of the positions x_t of a discrete random walker restricted to the set of integers between -L and L. We study the asymptotic properties for large values of L and T. For a set of position dependent transition probabilities the functional form of P(y,T) is with very high precision represented by q-Gaussians when T assumes a certain value T∗∝L2T^*\propto L^2. The domain of y values for which the q-Gaussian apply diverges with L. The fit to a q-Gaussian remains of very high quality even when the exponent aa of the transition probability g(x)=|x/L|^a+p with 0<p<<1 is different from 1, all though weak, but essential, deviation from the q-Gaussian does occur for a≠1a\neq1. To assess the role of correlations we compare the T dependence of P(y,T) for the restricted random walker case with the equivalent dependence for a sum y of uncorrelated variables x each distributed according to 1/g(x).

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