Influence of the random walk finite step on the first-passage probability
Statistical Mechanics
2018-03-21 v1
Abstract
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.
Keywords
Cite
@article{arxiv.1712.02620,
title = {Influence of the random walk finite step on the first-passage probability},
author = {Olga Klimenkova and Anton Menshutin and Lev N. Shchur},
journal= {arXiv preprint arXiv:1712.02620},
year = {2018}
}
Comments
Conference paper CSP2017, Moscow