Random walks and Brownian motion: A method of computation for first-passage times and related quantities in confined geometries
| dc.creator | Condamin, Sylvain | |
| dc.creator | Bénichou, Olivier | |
| dc.creator | Moreau, Michel | |
| dc.date | 2006-10-09 | |
| dc.date | 2007-01-08 | |
| dc.date.accessioned | 2026-07-07T07:38:45Z | |
| dc.date.available | 2026-07-07T07:38:45Z | |
| dc.description | In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a sphere. In both cases, we also discuss the case of two targets, including splitting probabilities, and conditional mean first-passage times. In addition, we study the higher-order moments and the full distribution of the first-passage time. These results significantly extend our earlier contribution [Phys. Rev. Lett. 95, 260601]. | |
| dc.description | 49 pages, 22 figures. To be published in Phys.Rev.E | |
| dc.identifier | https://arxiv.org/abs/cond-mat/0610231 | |
| dc.identifier | http://arxiv.org/abs/cond-mat/0610231 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/121206 | |
| dc.subject | Statistical Mechanics | |
| dc.title | Random walks and Brownian motion: A method of computation for first-passage times and related quantities in confined geometries | |
| dc.type | text |