Persistent random motion with maximally correlated fluctuations.

Abstract

How often should a random walker change its direction of motion in order to maximize correlation in velocity fluctuations over a finite time interval? We address this optimal diffusion problem in the context of the one-dimensional persistent random walk, where we evaluate the correlation and mutual information in velocity trajectories as a function of the persistence level and the observation time. We find the optimal persistence level corresponds to the average number of direction reversals asymptotically scaling as the square root of the observation time. This square-root scaling law makes the relative growth between the average number of direction reversals and the persistence length invariant with respect to changes in the overall time duration of the random walk.