First passage times in random walks and diffusion
Statistical Physics and Complexity Group meeting
First passage times in random walks and diffusion
- Event time: 11:30am
- Event date: 2nd October 2013
- Speaker: Professor Martin Evans (School of Physics & Astronomy, University of Edinburgh)
- Location: Room 2511, James Clerk Maxwell Building (JCMB) James Clerk Maxwell Building Peter Guthrie Tait Road Edinburgh EH9 3FD GB
Event details
I will give a pedagogical introduction to the problem of first passage times for random walks and diffusive processes i.e. what is the probability that a random walker or a diffusive process first reaches some point after a certain time? I will review various approaches: method of images, backwards diffusion equation and renewal equation.
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