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Exact expressions of mean first-passage times and splitting probabilities for random walks in bounded rectangular domains

S. Condamin·O. Benichou
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Abstract

We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain, in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets are considered.

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S. Condamin, O. Benichou. 2006-05-05. Exact expressions of mean first-passage times and splitting probabilities for random walks in bounded rectangular domains. https://doi.org/10.1063/1.2192770

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