Cost of Diffusion: Nonlinearity and Giant Fluctuations

Nonlinear-cost random walk: Exact statistics of the distance covered for fixed budget

We consider the nonlinear-cost random-walk model in discrete time introduced in Phys. Rev. Lett. 130, 237102 (2023)10.1103/PhysRevLett.130.237102, where a fee is charged for each jump of the walker. The nonlinear cost function is such that slow or short jumps incur a flat fee, while for fast or long jumps the cost is proportional to the distance covered. In this paper we compute analytically the average and variance of the distance covered in n steps when the total budget C is fixed, as well as the statistics of the number of long or short jumps in a trajectory of length n, for the exponential jump distribution. These observables exhibit a very rich and nonmonotonic scaling behavior as a function of the variable C/n, which is traced back to the makeup of a typical trajectory in terms of long or short jumps, and the resulting entropy thereof. As a by-product, we compute the asymptotic behavior of ratios of Kummer hypergeometric functions when both the first and last arguments are large. All our analytical results are corroborated by numerical simulations.