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Persistence Exponents of Self-Interacting Random Walks

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Résumé

The persistence exponent, which characterizes the long-time decay of the survival probability of stochastic processes in the presence of an absorbing target, plays a key role in quantifying the dynamics of fluctuating systems. Determining this exponent for non-Markovian processes is known to be a difficult task, and exact results remain scarce despite sustained efforts. In this Letter, we consider the fundamental class of self-interacting random walks (SIRWs), which display long-range memory effects that result from the interaction of the random walker at time t with the territory already visited at earlier times t′<t. We compute exactly the persistence exponent for all physically relevant SIRWs. As a byproduct, we also determine the splitting probability of these processes. Besides their intrinsic theoretical interest, these results provide a quantitative characterization of the exploration process of SIRWs, which are involved in fields as diverse as foraging theory, cell biology, and nonreversible Monte Carlo methods.

langue originaleAnglais
Numéro d'article197103
journalPhysical Review Letters
Volume134
Numéro de publication19
Les DOIs
étatPublié - 16 mai 2025

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