Exact expressions of mean first-passage times and splitting probabilities for random walks in bounded rectangular domains

S Condamin; O Bénichou

doi:10.1063/1.2192770

Exact expressions of mean first-passage times and splitting probabilities for random walks in bounded rectangular domains

J Chem Phys. 2006 May 28;124(20):206103. doi: 10.1063/1.2192770.

Authors

S Condamin¹, O Bénichou

Affiliation

¹ Université Pierre et Marie Curie-Paris6, Laboratoire de Physique Théorique de la Matière Condensée, UMR-CNRS 7600, case courrier 121, 4 Place Jussieu, F-75005 Paris. [email protected]

PMID: 16774390
DOI: 10.1063/1.2192770

Abstract

We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets are considered.