论文标题

具有重尾分布的更新奖励过程的异常波动

Anomalous fluctuations of renewal-reward processes with heavy-tailed distributions

论文作者

Horii, Hiroshi, Lefevere, Raphael, Itami, Masato, Nemoto, Takahiro

论文摘要

对于具有幂律衰减等待时间分布的更新奖励过程,将异常的概率分配给渐近过程的非典型值。以前的工作表明,这种异常缩放会在相应的大偏差函数中引起奇异性。为了进一步理解这个问题,我们在本文中研究了几个更新奖励过程中差异的缩放:用两个不同的幂律衰减等待时间分布和一个knudsen气体(热传导模型)计数过程。通过对这些模型的分析和数值分析,我们发现当功率定律指数为-3时,这些方差显示出异常的缩放。对于小于-3的幂律指数的计数过程,此异常缩放不会进行:这表明该过程仅在期望周围波动,而误差与标准的大偏差缩放尺度兼容。在这种情况下,我们认为异常缩放以高阶累积出现。最后,使用数值模拟研究了通过软核相互作用与Knudsen气体中使用的边界条件相互作用的多体颗粒。我们观察到,即使边界条件下的幂律指数为-3,方差缩放也变得正常。

For renewal-reward processes with a power-law decaying waiting time distribution, anomalously large probabilities are assigned to atypical values of the asymptotic processes. Previous works have reveals that this anomalous scaling causes a singularity in the corresponding large deviation function. In order to further understand this problem, we study in this article the scaling of variance in several renewal-reward processes: counting processes with two different power-law decaying waiting time distributions and a Knudsen gas (a heat conduction model). Through analytical and numerical analyses of these models, we find that the variances show an anomalous scaling when the exponent of the power law is -3. For a counting process with the power-law exponent smaller than -3, this anomalous scaling does not take place: this indicates that the processes only fluctuate around the expectation with an error that is compatible with a standard large deviation scaling. In this case, we argue that anomalous scaling appears in higher order cumulants. Finally, many-body particles interacting through soft-core interactions with the boundary conditions employed in the Knudsen gas are studied using numerical simulations. We observe that the variance scaling becomes normal even though the power-law exponent in the boundary conditions is -3.

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