Stationary Probability and First-Passage Time of Biased Random Walk

(整期优先)网络出版时间:2016-09-19
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Inthispaper,weconsiderthestationaryprobabilityandfirst-passagetimeofbiasedrandomwalkon1Dchain,whereateachstepthewalkermovestotheleftandrightwithprobabilitiespandqrespectively(0p,q1,p+q=1).Wederiveexactanalyticalresultsforthestationaryprobabilityandfirst-passagetimeasafunctionofpandqforthefirsttime.Ourresultssuggestthatthefirst-passagetimeshowsadoublepower-lawF~(N-1)~γ,wheretheexponentγ=2forN<|p-q|~(-1)andγ=1forN>|p-q|~(-1).Ourstudyshedsusefulinsightsintothebiasedrandom-walkprocess.