Exact expressions of mean first-passage times and splitting probabilities for random walks in bounded rectangular domains.
We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets are considered.
Condamin
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Université Pierre et Marie Curie-Paris6, Laboratoire de Physique Théorique de la Matière Condensée, UMR-CNRS 7600, case courrier 121, 4 Place Jussieu, F-75005 Paris. condamin@lptl.jussieu.fr
Bénichou
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