First exit times and residence times for discrete random walks on finite lattices
Statistical Mechanics
2009-11-11 v1
Abstract
In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential landscape. We also compute quantities of interest for modelling surface reactions and other dynamic processes, such as the residence time in a subvolume, the joint residence time of several particles and the number of hits on a reflecting surface.
Cite
@article{arxiv.cond-mat/0511222,
title = {First exit times and residence times for discrete random walks on finite lattices},
author = {S. Condamin and O. Benichou and M. Moreau},
journal= {arXiv preprint arXiv:cond-mat/0511222},
year = {2009}
}
Comments
19 pages, 2 figures