First passage time problem for biased continuous-time random walks
Statistical Mechanics
2007-05-23 v1 Probability
Chemical Physics
Abstract
We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias is constant. When the bias depends linearly on the position, the full FPT density function is derived in terms of Hermite polynomials and generalized Mittag-Leffler functions.
Keywords
Cite
@article{arxiv.cond-mat/0105268,
title = {First passage time problem for biased continuous-time random walks},
author = {Govindan Rangarajan and Mingzhou Ding},
journal= {arXiv preprint arXiv:cond-mat/0105268},
year = {2007}
}
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12 pages