Unified solution of the expected maximum of a discrete time random walk and the discrete flux to a spherical trap

DOI10.1007/s10955-005-9002-xzbMath1092.82035arXivcond-mat/0509613OpenAlexW2106143926MaRDI QIDQ2494315

Robert M. Ziff, Satya N. Majumdar, Alain Comtet

Publication date: 26 June 2006

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

Full work available at URL: https://arxiv.org/abs/cond-mat/0509613

zbMATH Keywords

diffusionRandom walkWiener-Hopfadsorption to a trapSparre Anderson theorem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Transport processes in time-dependent statistical mechanics (82C70) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Related Items (15)

Radiative Transfer in Half Spaces of Arbitrary Dimension ⋮ Statistics of the maximum and the convex hull of a Brownian motion in confined geometries ⋮ Extreme value statistics of positive recurrent centrally biased random walks ⋮ Maximum and records of random walks with stochastic resetting ⋮ A Biography of Robert M Ziff ⋮ Survival probability of random walks and Lévy flights on a semi-infinite line ⋮ Record statistics of a strongly correlated time series: random walks and Lévy flights ⋮ Variable-step-length algorithms for a random walk: hitting probability and computation performance ⋮ Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records ⋮ Smoluchowski flux and lamb-lion problems for random walks and Lévy flights with a constant drift ⋮ On the gap and time interval between the first two maxima of long random walks ⋮ Mean perimeter and mean area of the convex hull over planar random walks ⋮ Asymptotics for the expected maximum of random walks and Lévy flights with a constant drift ⋮ Random convex hulls and extreme value statistics ⋮ Survival probability of random walks leaping over traps

Cites Work

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• The Wiener-Hopf equation whose kernel is a probability density
• Packings in two dimensions: Asymptotic average-case analysis of algorithms
• Flux to a trap
• A Guide to First-Passage Processes
• The Maximum of a Random Walk and Its Application to Rectangle Packing
• Stochastic Problems in Physics and Astronomy

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