On the temporal order of first-passage times in one-dimensional lattice random walks

DOI10.1016/J.CAM.2004.11.044MaRDI QIDQ557747zbMATH OpenOpenAlexFDO

Authors James B. T. Sanders, Nico M. Temme

Publication date 30 June 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0610197

zbMATH Keywords

Asymptotic expansionModified Bessel function

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Sums of independent random variables; random walks (60G50) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Abstract: A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing modified Bessel functions of the first kind. By using several transformations simpler integrals are obtained from which for two and three particles asymptotic approximations are derived for large values of the parameters. Expressions of the probability for $n$ particles are also derived.

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Cites work

• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3226579 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Random walks on lattices. II

Cited in

(4)

• Characterizations of random walks on random lattices and their ramifications
• First-passage probability of a random walk on a disordered one-dimensional lattice
• scientific article; zbMATH DE number 4018087 (Why is no real title available?)
• Analysis of random walks on a hexagonal lattice

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