Random walks and Brownian motion: A method of computation for first-passage times and related quantities in confined geometries

S. Condamin, O. Bénichou, and M. Moreau
Phys. Rev. E 75, 021111 – Published 13 February 2007

Abstract

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a sphere. In both cases, we also discuss the case of two targets, including splitting probabilities and conditional mean first-passage times. In addition, we study the higher-order moments and the full distribution of the first-passage time. These results significantly extend our earlier contribution [Condamin et al., Phys. Rev. Lett. 95, 260601 (2005)].

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  • Received 3 October 2006

DOI:https://doi.org/10.1103/PhysRevE.75.021111

©2007 American Physical Society

Authors & Affiliations

S. Condamin, O. Bénichou, and M. Moreau

  • Laboratoire de Physique Théorique de la Matière Condensée (UMR 7600), Case Courrier 121, Université Paris 6, 4 Place Jussieu, 75255 Paris Cedex, France

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Issue

Vol. 75, Iss. 2 — February 2007

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