Random walks and Brownian motion: A method of computation for first-passage times and related quantities in confined geometries

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 75, Issue 2, 2007, Pages

  Condamin, S ^a   Benichou O ^a   Moreau, M ^a  

^a UNIVERSITÉ PIERRE ET MARIE CURIE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COMPLEXITY; COMPUTATIONAL GEOMETRY; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

DISCRETE BOUNDED LATTICE; MEAN FIRST PASSAGE TIMES; RANDOM WALK; SPLITTING PROBABILITIES;

LATTICE CONSTANTS;

EID: 33847032231     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.75.021111     Document Type: Article

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