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First exit times and residence times for discrete random walks on finite lattices

S. Condamin·O. Benichou·M. Moreau
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Abstract

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential landscape. We also compute quantities of interest for modelling surface reactions and other dynamic processes, such as the residence time in a subvolume, the joint residence time of several particles and the number of hits on a reflecting surface.

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BibTeXRIS

S. Condamin, O. Benichou, M. Moreau. 2005-11-09. First exit times and residence times for discrete random walks on finite lattices. https://doi.org/10.1103/physreve.72.016127

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