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First-passage times for random walks in bounded domains

S Condamin·O. Benichou·M. Moreau
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Abstract

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical simulations. Their range of validity is discussed. We also consider the case of a starting site and two targets. In addition, we present the extension to continuous Brownian motion. These results are of great relevance to any system involving diffusion in confined media.

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S Condamin, O. Benichou, M. Moreau. 2005-11-14. First-passage times for random walks in bounded domains. https://doi.org/10.1103/physrevlett.95.260601

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