Skip to content

Exact expressions of mean first-passage times and splitting probabilities for random walks in bounded rectangular domains

S. Condamin, O. Benichou

cond-mat.stat-mecharXiv:cond-mat/0605128

Abstract

We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain, in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets are considered.

Create a lesson