Rangarajan, Govindan ; Ding, Mingzhou (2000) First passage time problem for biased continuous-time random walks Fractals - Complex Geometry, Patterns, and Scaling in Nature and Society, 8 (2). pp. 139-145. ISSN 0218-348X
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Official URL: http://ejournals.worldscientific.com.sg/fractals/0...
Related URL: http://dx.doi.org/10.1142/S0218348X00000159
Abstract
We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias is constant. When the bias depends linearly on the position, the full FPT density function is derived in terms of Hermite polynomials and generalized Mittag-Leffler functions.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to World Scientific Publishing Company. |
| ID Code: | 73209 |
| Deposited On: | 02 Dec 2011 09:45 |
| Last Modified: | 02 Dec 2011 09:45 |
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