First-exit times and residence times for discrete random walks on finite lattices.
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 nontrivial potential landscape. We also compute quantities of interest for modeling 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.
Condamin
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Laboratoire de Physique Théorique de la Matiére Condensée (UMR 7600), Case Courier 121, Université Paris 6, 4 Place Jussieu, 75255 Paris Cedex, France.
Bénichou
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Moreau
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