LAUSR

We propose an analytical approach to study non-Markov random walks by employing an exact enumeration method. Using the method, we derive an exact expansion for the first-passage time (FPT) distribution of any continuous differentiable non-Markov random walk with Gaussian or non-Gaussian multivariate distribution. As an example, we study the FPT distribution of the fractional Brownian motion with a Hurst exponent H∈(1/2,1) that describes numerous non-Markov stochastic phenomena in physics, biology, and geology and for which the limit H=1/2 represents a Markov process.