FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS
نویسندگان
چکیده
منابع مشابه
First Passage Time Problem for Biased Continuous-time Random Walks
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-...
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Biased random walk has been studied extensively over the past decade especially in the transport and communication networks communities. The mean first passage time (MFPT) of a biased random walk is an important performance indicator in those domains. While the fundamental matrix approach gives precise solution to MFPT, the computation is expensive and the solution lacks interpretability. Other...
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متن کاملTitle Estimating mean first passage time of biased random walks with short relaxation time on complex networks
Biased random walk has been studied extensively over the past decade especially in the transport and communication networks communities. The mean first passage time (MFPT) of a biased random walk is an important performance indicator in those domains. While the fundamental matrix approach gives precise solution to MFPT, the computation is expensive and the solution lacks interpretability. Other...
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ژورنال
عنوان ژورنال: Fractals
سال: 2000
ISSN: 0218-348X,1793-6543
DOI: 10.1142/s0218348x00000159