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First exit times and residence times for discrete random walks on finite lattices | S. Condamin
; O. Benichou
; M. Moreau
; | Date: |
9 Nov 2005 | Journal: | Phys. Rev. E 72, 016127 (2005) | Subject: | Statistical Mechanics | Abstract: | In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential landscape. We also compute quantities of interest for modelling surface reactions and other dynamic processes, such as the residence time in a subvolume, the joint residence time of several particles and the number of hits on a reflecting surface. | Source: | arXiv, cond-mat/0511222 | Services: | Forum | Review | PDF | Favorites |
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