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arXiv physics/0512221physics.data-ancond-mat.stat-mech
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一致随机游动从区间的逃逸

Escape of a Uniform Random Walk from an Interval

T. Antal, S. Redner

摘要:

本文研究了单位区间上单个步长在有限区间[-a,a]上均匀分布的随机游动的首次穿越性质.对于一阶的a,到达区间每个边缘的退出概率和从区间的退出时间表现出异常的性质,这些性质源于作为起始点的函数的逃离区间的最小步数的变化。随着α的减小,首次通过特性接近连续扩散特性,但由于残余离散效应,非扩散效应仍然存在

英文摘要:

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the interval and the exit time from the interval exhibit anomalous properties stemming from the change in the minimum number of steps to escape the interval as a function of the starting point. As a decreases, first-passage properties approach those of continuum diffusion, but non-diffusive effects remain because of residual discreteness effects

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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