First passage time distribution in random walks with absorbing boundaries

被引：10

作者：

Nagar, A ^{[1
]}

Pradhan, P ^{[1
]}

机构：

[1] Tata Inst Fundamental Res, Dept Theoret Phys, Bombay 400005, Maharashtra, India

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2003年 / 320卷

关键词：

random walk; first passage time; absorbing boundary;

D O I：

10.1016/S0378-4371(02)01651-5

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We calculate the first passage time distribution in simple, unbiased random walks in presence of absorbing boundaries of various shapes. We obtain explicit solutions for the following geometries of the boundaries-a box in one dimension, circular, square and triangular boundaries in two dimensions and cubical box and spherical shell in three dimensions. The distribution in all cases shows scaling and the scaling function can be expressed in terms of the Jacobi Theta functions. (C) 2002 Published by Elsevier Science B.V.

引用

页码：141 / 148

页数：8

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