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

DOI10.1016/J.CAM.2004.11.044zbMATH Open1066.60048arXivmath/0610197OpenAlexW2157284531MaRDI QIDQ557747FDOQ557747

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)

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.

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

Recommendations

• Random walks on lattices. II
• First-passage probability of a random walk on a disordered one-dimensional lattice
• Some results on first passage times in one dimensional random walks
• Analysis of random walks on a hexagonal lattice
• A characterization of first passage time distributions for random walks

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)

Cites Work

• Title not available (Why is that?)
• Random walks on lattices. II
• Title not available (Why is that?)
• Title not available (Why is that?)

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
• Title not available (Why is that?)
• Analysis of random walks on a hexagonal lattice

This page was built for publication: On the temporal order of first-passage times in one-dimensional lattice random walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q557747)