FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS

DOI10.1142/S0218348X00000159zbMath1046.82013arXivcond-mat/0105268OpenAlexW2166757614MaRDI QIDQ4810241

Mingzhou Ding, Govindan Rangarajan

Publication date: 2 September 2004

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0105268

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval, Explicit form of the first-passage-time density for accelerating subdiffusion, DISTRIBUTED ORDER FRACTIONAL SUB-DIFFUSION, First passage time distributions of anomalous biased diffusion with double absorbing barriers, Lattice Monte Carlo simulation of Galilei variant anomalous diffusion

Cites Work

• Random walks with infinite spatial and temporal moments
• The First Passage Problem for a Continuous Markov Process
• Brownian motion in a field of force and the diffusion model of chemical reactions