Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations

DOI10.1088/1751-8121/acaad9OpenAlexW4311739932MaRDI QIDQ5878996

M. Dahlenburg, Gianni Pagnini

Publication date: 23 February 2023

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

Full work available at URL: https://arxiv.org/abs/2208.11777

zbMATH Keywords

Wiener-Hopf integral equationcontinuous-time random walkmean first-passage time

Mathematics Subject Classification ID

Statistics (62-XX) Statistical mechanics, structure of matter (82-XX)

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