4.7 Article

First-exit times and residence times for discrete random walks on finite lattices -: art. no. 016127

Journal

PHYSICAL REVIEW E
Volume 72, Issue 1, Pages -

Publisher

AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.72.016127

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In this paper, we derive explicit formulas for the surface averaged first-exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a nontrivial potential landscape. We also compute quantities of interest for modeling surface reactions and other dynamic processes, such as the residence time in a subvolume, the joint residence time of several particles, and the number of hits on a reflecting surface.

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