Mapping absorption processes onto a Markov chain, conserving the mean first passage time

DOI10.1088/1751-8113/46/14/145001zbMath1266.82044OpenAlexW1991051322MaRDI QIDQ4917567

Katja Biswas

Publication date: 2 May 2013

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1751-8113/46/14/145001

zbMATH Keywords

Brownian motionMarkov chainmean first passage time (MFPT)

Mathematics Subject Classification ID

Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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