First passage time problem for biased continuous-time random walks

被引:20
|
作者
Rangarajan, G [1 ]
Ding, MZ
机构
[1] Indian Inst Sci, Dept Math, Bangalore 560012, Karnataka, India
[2] Indian Inst Sci, Ctr Theoret Studies, Bangalore 560012, Karnataka, India
[3] Florida Atlantic Univ, Ctr Complex Syst & Brain Sci, Boca Raton, FL 33431 USA
关键词
D O I
10.1142/S0218348X00000159
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias is constant. When the bias depends linearly on the position, the full FPT density function is derived in terms of Hermite polynomials and generalized Mittag-Leffler functions.
引用
收藏
页码:139 / 145
页数:7
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