Escape of a Uniform Random Walk from an Interval

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dc.creatorAntal, T.
dc.creatorRedner, S.
dc.date2005-12-22
dc.date.accessioned2026-07-07T06:56:19Z
dc.date.available2026-07-07T06:56:19Z
dc.descriptionWe study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the interval and the exit time from the interval exhibit anomalous properties stemming from the change in the minimum number of steps to escape the interval as a function of the starting point. As a decreases, first-passage properties approach those of continuum diffusion, but non-diffusive effects remain because of residual discreteness effects
dc.description8 pages, 8 figures, 2 column revtex4 format
dc.identifierhttps://arxiv.org/abs/physics/0512221
dc.identifierhttp://arxiv.org/abs/physics/0512221
dc.identifierJournal of Statistical Physics 123, 1129 (2006)
dc.identifierdoi:10.1007/s10955-006-9139-2
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/106596
dc.subjectData Analysis, Statistics and Probability
dc.subjectStatistical Mechanics
dc.titleEscape of a Uniform Random Walk from an Interval
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