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Fractional Brownian motion in presence of two fixed adsorbing boundaries
- Publication Year :
- 2008
-
Abstract
- We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both subdiffusion and superdiffusion regimes, this probability obeys \ln(P_t) \sim - t^{2 H}/L^2, i.e. may decay slower than exponential (subdiffusion) or faster than exponential (superdiffusion). This implies that survival probability S_t of particles undergoing fractional Brownian motion in a one-dimensional system with randomly placed traps follows \ln(S_t) \sim - n^{2/3} t^{2H/3} as t \to \infty, where n is the mean density of traps.<br />Comment: 13 pages, submitted to J.Phys.A
- Subjects :
- Condensed Matter - Statistical Mechanics
Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.0801.0676
- Document Type :
- Working Paper