Hitting probability for anomalous diffusion processes
Statistical Mechanics
2010-01-18 v1
Abstract
We present the universal features of the hitting probability , the probability that a generic stochastic process starting at and evolving in a box hits the upper boundary before hitting the lower boundary at 0. For a generic self-affine process (describing, for instance, the polymer translocation through a nanopore) we show that and the scaling function as with where and are respectively the Hurst exponent and the persistence exponent of the process. This result is verified in several exact calculations including when the process represents the position of a particle diffusing in a disordered potential. We also provide numerical supports for our analytical results.
Cite
@article{arxiv.0911.3815,
title = {Hitting probability for anomalous diffusion processes},
author = {Satya N. Majumdar and Alberto Rosso and Andrea Zoia},
journal= {arXiv preprint arXiv:0911.3815},
year = {2010}
}
Comments
5 pages, 4 figures