Exact enumeration approach to first-passage time distribution of non-Markov random walks.
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DOI: 10.1103/physreve.99.062101
Abstract: 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… read more here.
Keywords: exact enumeration; random walks; first passage; non markov ... See more keywords