Satya N. Majumdar, Alain Comtet, Robert M. Ziff — Unified Solution of the Expected Maximum of a Discrete Time Random Walk and the Discrete Flux to a Spherical Trap
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Название: Unified Solution of the Expected Maximum of a Discrete Time Random Walk and the Discrete Flux to a Spherical Trap
Авторы: Satya N. Majumdar, Alain Comtet, Robert M. Ziff
Аннотация:
Two random-walk related problems which have been studied independently in the past,
the expected maximum of a random walker in one dimension and the flux to a spherical
trap of particles undergoing discrete jumps in three dimensions, are shown to be closely
related to each other and are studied using a unified approach as a solution to a Wiener-
Hopf problem.
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