Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2003-06-27
Physics
Condensed Matter
Statistical Mechanics
10 pages
Scientific paper
We consider a Brownian motion on a general graph, that starts at time t=0 from some vertex O and stops at time t somewhere on the graph. Denoting by g the last time when O is reached, we establish a simple expression for the Laplace Transform, L, of the probability density of g. We discuss this result for some special graphs like star, ring, tree or square lattice. Finally, we show that L can also be expressed in terms of primitive orbits when, for any vertex, all the exit probabilities are equal.
Benichou Olivier
Desbois Jean
No associations
LandOfFree
The Last Passage Problem on Graphs does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with The Last Passage Problem on Graphs, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and The Last Passage Problem on Graphs will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-335172