A first passage time problem for random walk occupancy.

DOI10.1007/BF01019153zbMATH Open1084.82564OpenAlexW2054423240MaRDI QIDQ1963566FDOQ1963566

Authors: John T. Bendler, Menachem Dishon, Harry Kesten, George H. Weiss 

Publication date: 2 February 2000

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

Full work available at URL: https://doi.org/10.1007/bf01019153

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zbMATH Keywords

first passage timesBrownian motionrandom walk occupanciesreptation times

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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• The mean first rotation time of a planar polymer
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• Last-passage time for linear diffusions and application to the emptying time of a box
• Occupation times for single-file diffusion

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