Generalized Lyapunov exponent for the one-dimensional Schrödinger equation with Cauchy disorder: Some exact results.

We consider the one-dimensional Schrödinger equation with a random potential and study the cumulant generating function of the logarithm of the wave function ψ(x), known in the literature as the "generalized Lyapunov exponent"; this is tantamount to studying the statistics of the so-called "finite-size Lyapunov exponent." The problem reduces to that of finding the leading eigenvalue of a certain nonrandom non-self-adjoint linear operator defined on a somewhat unusual space of functions. We focus on the case of Cauchy disorder, for which we derive a secular equation for the generalized Lyapunov exponent.

Near-extreme statistics of Brownian motion.

We study the statistics of near-extreme events of Brownian motion (BM) on the time interval [0,t]. We focus on the density of states near the maximum, ρ(r,t), which is the amount of time spent by the process at a distance r from the maximum. We develop a path integral approach to study functionals of the maximum of BM, which allows us to study the full probability density function of ρ(r,t) and obtain an explicit expression for the moments <[ρ(r,t)]k> for arbitrary integer k.

Convex hull of N planar Brownian motions: exact results and an application to ecology.

We compute exactly the mean perimeter and area of the convex hull of N independent planar Brownian paths each of duration T, both for open and closed paths. We show that the mean perimeter =alpha N sqrt[T] and the mean area =beta(N)T for all T. The prefactors alpha N and beta N, computed exactly for all N, increase very slowly (logarithmically) with increasing N.

Capture of particles undergoing discrete random walks.

It is shown that particles undergoing discrete-time jumps in three dimensions, starting at a distance r(0) from the center of an adsorbing sphere of radius R, are captured with probability (R-c sigma)/r(0) for r(0)>>R, where c is related to the Fourier transform of the scaled jump distribution and sigma is the distribution's root-mean square jump length. For particles starting on the surface of the sphere, the asymptotic survival probability is nonzero (in contrast to the case of Brownian diffusion) and has a universal behavior sigma/(R square root(6)) depending only upon sigma/R. These results have applications to computer simulations of reaction and aggregation.

Exact distribution of the maximal height of p vicious walkers.

Using path-integral techniques, we compute exactly the distribution of the maximal height Hp of p nonintersecting Brownian walkers over a unit time interval in one dimension, both for excursions p watermelons with a wall, and bridges p watermelons without a wall, for all integer p>or=1. For large p, we show that approximately square root 2p (excursions) whereas approximately square root p (bridges). Our exact results prove that previous numerical experiments only measured the preasymptotic behaviors and not the correct asymptotic ones.

Level density of a bose gas and extreme value statistics.

We establish a connection between the level density of a gas of noninteracting bosons and the theory of extreme value statistics. Depending on the exponent that characterizes the growth of the underlying single-particle spectrum, we show that at a given excitation energy the limiting distribution function for the number of excited particles follows the three universal distribution laws of extreme value statistics, namely, the Gumbel, Weibull, and Fréchet distributions. Implications of this result, as well as general properties of the level density at different energies, are discussed.

Statistical properties of functionals of the paths of a particle diffusing in a one-dimensional random potential.

We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism in two specific examples: (1) where the functional corresponds to the local time spent by the particle around the origin and (2) where the functional corresponds to the occupation time spent by the particle on the positive side of the origin, within an observation time window of size t. We compute the disorder average distributions of the local time, the inverse local time, the occupation time, and the inverse occupation time and show that in many cases disorder modifies the behavior drastically.

Exact maximal height distribution of fluctuating interfaces.

We present an exact solution for the distribution P(h(m),L) of the maximal height h(m) (measured with respect to the average spatial height) in the steady state of a fluctuating Edwards-Wilkinson interface in a one dimensional system of size L with both periodic and free boundary conditions. For the periodic case, we show that P(h(m),L)=L(-1/2)f(h(m)L(-1/2)) for all L>0, where the function f(x) is the Airy distribution function that describes the probability density of the area under a Brownian excursion over a unit interval. For the free boundary case, the same scaling holds, but the scaling function is different from that of the periodic case.

Exact asymptotic results for persistence in the Sinai model with arbitrary drift.

We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a method that maps the problem of computing the persistence to the problem of finding the energy spectrum of a single-particle quantum Hamiltonian, which can be subsequently found. Our method allows us analytical access to arbitrary values of the drift (bias), thus going beyond the previous methods that provide results only in the limit of vanishing drift.

Local and occupation time of a particle diffusing in a random medium.

We consider a particle moving in a one-dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean value) and the occupation time (spent above its mean value) within an observation time window of size t. In the absence of quenched randomness, these distributions have three typical asymptotic behaviors depending on whether the deterministic potential is unstable, stable, or flat.