arXiv Open Access 2025

Beyond the Arcsine Law: Exact Two-Time Statistics of the Occupation Time in Jump Processes

Arthur Plaud Olivier Bénichou
Lihat Sumber

Abstrak

Occupation times quantify how long a stochastic process remains in a region, and their single-time statistics are famously given by the arcsine law for Brownian and Lévy processes. By contrast, two-time occupation statistics, which directly probe temporal correlations and aging, have resisted exact characterization beyond renewal processes. In this Letter we derive exact results for generic one-dimensional jump processes, a central framework for intermittent and discretely sampled dynamics. Using generalized Wiener-Hopf methods, we obtain the joint distribution of occupation time and position, the aged occupation-time law, and the autocorrelation function. In the continuous-time scaling limit, universal features emerge that depend only on the tail of the jump distribution, providing a starting point for exploring aging transport in complex environments.

Penulis (2)

A

Arthur Plaud

O

Olivier Bénichou

Format Sitasi

Plaud, A., Bénichou, O. (2025). Beyond the Arcsine Law: Exact Two-Time Statistics of the Occupation Time in Jump Processes. https://arxiv.org/abs/2510.25859

Akses Cepat

Lihat di Sumber
Informasi Jurnal
Tahun Terbit
2025
Bahasa
en
Sumber Database
arXiv
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Open Access ✓