First exit times and residence times for discrete random walks on finite lattices

Details First exit times and residence times for discrete random walks on finite lattices First exit times and residence times for discrete random walks on finite lattices

2005-11-09

arxiv.org/abs/cond-mat/0511222v1

Phys. Rev. E 72, 016127 (2005)

Physics

Condensed Matter

Statistical Mechanics

19 pages, 2 figures

Scientific paper

10.1103/PhysRevE.72.016127

In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential landscape. We also compute quantities of interest for modelling surface reactions and other dynamic processes, such as the residence time in a subvolume, the joint residence time of several particles and the number of hits on a reflecting surface.

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