First passage times for correlated random walks and some generalizations

DOI10.1007/BF01011837zbMATH Open0587.60065OpenAlexW2033767392MaRDI QIDQ1072244FDOQ1072244

Authors: George H. Weiss 

Publication date: 1984

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01011837

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zbMATH Keywords

Fokker-Planck equationcorrelated random walkfirst passage problemsmultistate random walks

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Sums of independent random variables; random walks (60G50)

Cites Work

• ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
• On the Theory of the Brownian Motion II
• Title not available (Why is that?)

Cited In (14)

• On the first passage problem for correlated Brownian motion
• Correlated random walks, hyperbolic systems and Fokker-Planck equations
• Asymptotic behaviour of random walks with correlated temporal structure
• Control of the mean exiting time for the correlated random walk via initial position setting
• Extremes and First Passage Times of Correlated Fractional Brownian Motions
• First-passage exponents of multiple random walks
• Some explicit results for correlated random walks
• The first passage time for position-dependent correlated random walk with absorbing boundary condition
• Limit theorems for first passage times associated with a sequence of correlated random variables
• One-dimensional run-and-tumble motions with generic boundary conditions
• On some first-crossing-time probabilities for a two-dimensional random walk with correlated components
• Run-and-tumble particles, telegrapher’s equation and absorption problems with partially reflecting boundaries
• First-passage problems in linear biased correlated walks
• Coarse-Grained Stochastic Model of Myosin-Driven Vesicles into Dendritic Spines

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