dorsal/arxiv
View SchemaEscape of a Uniform Random Walk from an Interval
| Authors | T. Antal, S. Redner |
|---|---|
| Categories | |
| ArXiv ID | physics/0512221 |
| URL | https://arxiv.org/abs/physics/0512221 |
| DOI | 10.1007/s10955-006-9139-2 |
| Journal | Journal of Statistical Physics 123, 1129 (2006) |
Abstract
We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the interval and the exit time from the interval exhibit anomalous properties stemming from the change in the minimum number of steps to escape the interval as a function of the starting point. As a decreases, first-passage properties approach those of continuum diffusion, but non-diffusive effects remain because of residual discreteness effects
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"abstract": "We study the first-passage properties of a random walk in the unit interval\nin which the length of a single step is uniformly distributed over the finite\nrange [-a,a]. For a of the order of one, the exit probabilities to each edge of\nthe interval and the exit time from the interval exhibit anomalous properties\nstemming from the change in the minimum number of steps to escape the interval\nas a function of the starting point. As a decreases, first-passage properties\napproach those of continuum diffusion, but non-diffusive effects remain because\nof residual discreteness effects",
"arxiv_id": "physics/0512221",
"authors": [
"T. Antal",
"S. Redner"
],
"categories": [
"physics.data-an",
"cond-mat.stat-mech"
],
"doi": "10.1007/s10955-006-9139-2",
"journal_ref": "Journal of Statistical Physics 123, 1129 (2006)",
"title": "Escape of a Uniform Random Walk from an Interval",
"url": "https://arxiv.org/abs/physics/0512221"
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