Stationary Probability and First-Passage Time of Biased Random Walk

被引：0

作者：

李井文 ^{[1
]}

唐沈立 ^{[1
]}

徐新平 ^{[1
]}

机构：

[1] School of Physical Science and Technology, Soochow University

来源：

CommunicationsinTheoreticalPhysics | 2016年 / 66卷 / 09期

基金：

中国国家自然科学基金;

关键词：

random walk; biased random walk; first-passage time; stationary probability;

D O I：

暂无

中图分类号：

O211 [概率论（几率论、或然率论）];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively（0 p, q 1,p + q = 1）. We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F;, where the exponent γ = 2 for N < |p-q|;and γ = 1 for N > |p-q|;. Our study sheds useful insights into the biased random-walk process.

引用

页码：330 / 334

页数：5

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