Stationary Probability and First-Passage Time of Biased Random Walk

被引：0
|
作者：
李井文 [1 ]
唐沈立 [1 ]
徐新平 [1 ]
机构：
[1] School of Physical Science and Technology, Soochow University
来源：
Communications in Theoretical Physics | 2016年 / 66卷 / 09期
基金：
中国国家自然科学基金;
关键词：
random walk; biased random walk; first-passage time; stationary probability;
D O I：
暂无
中图分类号：
O211 [概率论（几率论、或然率论）];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively（0 p, q 1,p + q = 1）. We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F;, where the exponent γ = 2 for N < |p-q|;and γ = 1 for N > |p-q|;. Our study sheds useful insights into the biased random-walk process.
引用
收藏
页码：330 / 334
页数：5
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