Non-Gaussian fluctuations in stochastic models with absorbing barriers

• Published in: Europhysics letters Vol. 96; no. 5; p. 50011
• Main Authors: Cianci, C, Di Patti, F, Fanelli, D
• Format: Journal Article
• Language: English
• Published: IOP Publishing 01-12-2011; EPS, SIF, EDP Sciences and IOP Publishing
• Subjects: 02.50.-r; 05.10.Gg; 05.40.-a
• ISSN: 0295-5075; 1286-4854
• DOI: 10.1209/0295-5075/96/50011

The dynamics of a one-dimensional stochastic model is studied in the presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher-order corrections beyond the conventional Gaussian approximation. The theory is shown to successfully capture the non-Gaussian traits of the sought distribution returning an excellent agreement with the simulations, for all times and arbitrarily close to the absorbing barrier. At large times, a compact analytical solution for the distribution of fluctuations is also obtained, bridging the gap with previous investigations, within the van Kampen picture and without resorting to alternative strategies, as elsewhere hypothesized.