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Encounter distribution of two random walkers on a finite one-dimensional interval

Tejedor, Vincent; Reiter-Schad, Michaela LU ; Benichou, Olivier; Voituriez, Raphael and Metzler, Ralf (2011) In Journal of Physics A: Mathematical and Theoretical 44(39).
Abstract
We analyse the first-passage properties of two random walkers confined to a finite one-dimensional domain. For the case of absorbing boundaries at the endpoints of the interval, we derive the probability that the two particles meet before either one of them becomes absorbed at one of the boundaries. For the case of reflecting boundaries, we obtain the mean first encounter time of the two particles. Our approach leads to closed-form expressions that are more easily tractable than a previously derived solution in terms of the Weierstrass' elliptic function.
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Physics A: Mathematical and Theoretical
volume
44
issue
39
publisher
IOP Publishing
external identifiers
  • wos:000294969300008
  • scopus:80052943379
ISSN
1751-8113
DOI
10.1088/1751-8113/44/39/395005
language
English
LU publication?
yes
id
5e8caabc-f447-4453-8d76-50b4b6499c5b (old id 2180165)
date added to LUP
2011-10-25 09:39:24
date last changed
2017-08-20 04:13:28
@article{5e8caabc-f447-4453-8d76-50b4b6499c5b,
  abstract     = {We analyse the first-passage properties of two random walkers confined to a finite one-dimensional domain. For the case of absorbing boundaries at the endpoints of the interval, we derive the probability that the two particles meet before either one of them becomes absorbed at one of the boundaries. For the case of reflecting boundaries, we obtain the mean first encounter time of the two particles. Our approach leads to closed-form expressions that are more easily tractable than a previously derived solution in terms of the Weierstrass' elliptic function.},
  articleno    = {395005},
  author       = {Tejedor, Vincent and Reiter-Schad, Michaela and Benichou, Olivier and Voituriez, Raphael and Metzler, Ralf},
  issn         = {1751-8113},
  language     = {eng},
  number       = {39},
  publisher    = {IOP Publishing},
  series       = {Journal of Physics A: Mathematical and Theoretical},
  title        = {Encounter distribution of two random walkers on a finite one-dimensional interval},
  url          = {http://dx.doi.org/10.1088/1751-8113/44/39/395005},
  volume       = {44},
  year         = {2011},
}