title: Random walks and Brownian motion: a method of computation for first-passage times and related quantities in confined geometries.
abstract: In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a sphere. In both cases, we also discuss the case of two targets, including splitting probabilities and conditional mean first-passage times. In addition, we study the higher-order moments and the full distribution of the first-passage time. These results significantly extend our earlier contribution [Condamin, Phys. Rev. Lett. 95, 260601 (2005)].
authors.affiliation: Laboratoire de Physique Théorique de la Matière Condensée (UMR 7600), Case Courrier 121, Université Paris 6, 4 Place Jussieu, 75255 Paris Cedex, France.
authors.forename: S
authors.initials: S
authors.lastname: Condamin
authors.forename: O
authors.initials: O
authors.lastname: Bénichou
authors.forename: M
authors.initials: M
authors.lastname: Moreau