Stationary Probability and First-Passage Time of Biased Random Walk  

作　　者：李井文 唐沈立 徐新平 

机构地区：[1]School of Physical Science and Technology, Soochow University

出　　处：《Communications in Theoretical Physics》2016年第9期330-334,共5页理论物理通讯（英文版）

基　　金：Supported by the National Natural Science Foundation of China under Grant No.11205110;Shanghai Key Laboratory of Intelligent Information Processing(IIPL-2011-009);Innovative Training Program for College Students under Grant No.2015xj070

摘　　要：In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively(0 p, q 1,p + q = 1). We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F ^(N-1)~γ, where the exponent γ = 2 for N < |p-q|^(-1) and γ = 1 for N > |p-q|^(-1). Our study sheds useful insights into the biased random-walk process.

关 键 词：random walk biased random walk first-passage time stationary probability 

分 类 号：O211[理学—概率论与数理统计]