Partial Survival and Crossing Statistics for a Diffusing Particle in a Transverse Shear Flow
Statistical Mechanics
2009-11-11 v1
Abstract
We consider a non-Gaussian stochastic process where a particle diffuses in the -direction, , subject to a transverse shear flow in the -direction, . Absorption with probability occurs at each crossing of the line . We treat the class of models defined by where the upper (lower) sign refers to (). We show that the particle survives up to time with probability and we derive an explicit expression for in terms of and the ratio . From we deduce the mean and variance of the density of crossings of the line for this class of non-Gaussian processes.
Cite
@article{arxiv.cond-mat/0609710,
title = {Partial Survival and Crossing Statistics for a Diffusing Particle in a Transverse Shear Flow},
author = {Alan J. Bray and Satya N. Majumdar},
journal= {arXiv preprint arXiv:cond-mat/0609710},
year = {2009}
}
Comments
4 pages