Influence of the random walk finite step on the first-passage probability
Abstract
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius R in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.
- Publication:
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Journal of Physics Conference Series
- Pub Date:
- January 2018
- DOI:
- 10.1088/1742-6596/955/1/012009
- arXiv:
- arXiv:1712.02620
- Bibcode:
- 2018JPhCS.955a2009K
- Keywords:
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- Condensed Matter - Statistical Mechanics
- E-Print:
- Conference paper CSP2017, Moscow