First passage times for correlated random walks and some generalizations

DOI10.1007/BF01011837zbMath0587.60065OpenAlexW2033767392MaRDI QIDQ1072244

George H. Weiss

Publication date: 1984

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01011837

zbMATH Keywords

Fokker-Planck equationcorrelated random walkfirst passage problemsmultistate random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (5)

Run-and-tumble particles, telegrapher’s equation and absorption problems with partially reflecting boundaries ⋮ Coarse-Grained Stochastic Model of Myosin-Driven Vesicles into Dendritic Spines ⋮ One-dimensional run-and-tumble motions with generic boundary conditions ⋮ Control of the mean exiting time for the correlated random walk via initial position setting ⋮ The first passage time for position-dependent correlated random walk with absorbing boundary condition

Cites Work

• Unnamed Item
• ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
• On the Theory of the Brownian Motion II

This page was built for publication: First passage times for correlated random walks and some generalizations