First passage time problem for biased continuous-time random walks

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We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias is constant. When the bias depends linearly on the position, the full FPT density function is derived in terms of Hermite polynomials and generalized Mittag-Leffler functions.
12 pages

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Statistical Mechanics, Probability, Chemical Physics

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http://salesiana.dossiersoluciones.com/handle/123456789/17729

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0105268
 http://arxiv.org/abs/cond-mat/0105268
 Fractals 8 (2000) 139-145

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arXiv