First passage time problems for one-dimensional random walks

1981 ◽  
Vol 24 (4) ◽  
pp. 587-594 ◽  
Author(s):  
George H. Weiss
Keyword(s):  
Random Walks ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
One Dimensional ◽  
First Passage Time Problems

First passage time distributions for finite one-dimensional random walks

Pramana ◽  
1983 ◽  
Vol 21 (2) ◽  
pp. 111-122 ◽  
Author(s):  
M Khantha ◽  
V Balakrishnan
Keyword(s):  
Random Walks ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
One Dimensional

First-passage-time densities for time-non-homogeneous diffusion processes

1997 ◽  
Vol 34 (3) ◽  
pp. 623-631 ◽  
Author(s):  
R. Gutiérrez ◽  
L. M. Ricciardi ◽  
P. Román ◽  
F. Torres
Keyword(s):  
Diffusion Processes ◽  
First Passage Time ◽  
Passage Time ◽  
Continuous Functions ◽  
Probability Density Functions ◽  
Density Functions ◽  
First Passage ◽  
One Dimensional ◽  
Dimensional Diffusion ◽  
Natural Boundaries

In this paper we study a Volterra integral equation of the second kind, including two arbitrary continuous functions, in order to determine first-passage-time probability density functions through time-dependent boundaries for time-non-homogeneous one-dimensional diffusion processes with natural boundaries. These results generalize those which were obtained for time-homogeneous diffusion processes by Giorno et al. [3], and for some particular classes of time-non-homogeneous diffusion processes by Gutiérrez et al. [4], [5].

Calculations of first passage time of delayed tree-like networks

2015 ◽  
Vol 29 (28) ◽  
pp. 1550200
Author(s):  
Shuai Wang ◽  
Weigang Sun ◽  
Song Zheng
Keyword(s):  
Random Walks ◽  
First Passage Time ◽  
Passage Time ◽  
The Novel ◽  
Mean First Passage Time ◽  
First Passage ◽  
Initial Node ◽  
Network Parameters ◽  
Self Similar ◽  
The Mean

In this paper, we study random walks in a family of delayed tree-like networks controlled by two network parameters, where an immobile trap is located at the initial node. The novel feature of this family of networks is that the existing nodes have a time delay to give birth to new nodes. By the self-similar network structure, we obtain exact solutions of three types of first passage time (FPT) measuring the efficiency of random walks, which includes the mean receiving time (MRT), mean sending time (MST) and mean first passage time (MFPT). The obtained results show that the MRT, MST and MFPT increase with the network parameters. We further show that the values of MRT, MST and MFPT are much shorter than the nondelayed counterpart, implying that the efficiency of random walks in delayed trees is much higher.

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