On the Temporal Order of First-Passage Times in One-Dimensional Lattice Random Walks

dc.creatorSanders, J. B.
dc.creatorTemme, N. M.
dc.date2006-10-05
dc.date.accessioned2026-07-07T07:28:46Z
dc.date.available2026-07-07T07:28:46Z
dc.descriptionA random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing modified Bessel functions of the first kind. By using several transformations simpler integrals are obtained from which for two and three particles asymptotic approximations are derived for large values of the parameters. Expressions of the probability for $n$ particles are also derived.
dc.description19 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/math/0610197
dc.identifierhttp://arxiv.org/abs/math/0610197
dc.identifierJ. Comp. Appl. Math., V. 182, 134--149, 2005
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/117854
dc.subjectClassical Analysis and ODEs
dc.subject41A60; 60G50; 33C10
dc.titleOn the Temporal Order of First-Passage Times in One-Dimensional Lattice Random Walks
dc.typetext

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