First passage time problem for biased continuous-time random walks

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dc.creatorRangarajan, Govindan
dc.creatorDing, Mingzhou
dc.date2001-05-14
dc.date.accessioned2026-07-07T02:41:24Z
dc.date.available2026-07-07T02:41:24Z
dc.descriptionWe 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.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/cond-mat/0105268
dc.identifierhttp://arxiv.org/abs/cond-mat/0105268
dc.identifierFractals 8 (2000) 139-145
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/17729
dc.subjectStatistical Mechanics
dc.subjectProbability
dc.subjectChemical Physics
dc.titleFirst passage time problem for biased continuous-time random walks
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