First passage behaviour of fractional Brownian motion in two-dimensional wedge domains

Details First passage behaviour of fractional Brownian motion in two-dimensional wedge domains First passage behaviour of fractional Brownian motion in two-dimensional wedge domains

2011-02-17

arxiv.org/abs/1102.3633v1

Physics

Condensed Matter

Statistical Mechanics

6 pages, 4 figures

Scientific paper

We study the survival probability and the corresponding first passage time density of fractional Brownian motion confined to a two-dimensional open wedge domain with absorbing boundaries. By analytical arguments and numerical simulation we show that in the long time limit the first passage time density scales as t**{-1+pi*(2H-2)/(2*Theta)} in terms of the Hurst exponent H and the wedge angle Theta. We discuss this scaling behaviour in connection with the reaction kinetics of FBM particles in a one-dimensional domain.

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