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1 vote
1 answer
381 views

Reference: probability distribution of first meeting time of two random walks on a cycle graph

I am looking for a reference or derivation for the following question: Consider a cycle graph $G$ with $N$ vertices (see example here). Let two independent continuous-time random walkers$^\star$ start …
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0 votes
1 answer
56 views

Probability of random walk on confined lattice with reflective boundaries

Consider a simple random walk in one dimension with reflective boundaries at $n=1$ and $n=N$. We can express it via the master equation: \begin{equation} P(n,t) = \frac{1}{2}P(n-1,t-1) + \frac{1}{2}P( …
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  • 274
1 vote
1 answer
586 views

Number of walks on a graph passing through a specific vertex

Let $\mathcal{G}$ be a simple (no self-edges) undirected graph with $N$ vertices, and denote $\mathbf{A}$ its adjacency matrix: $A_{ij}=1$ if there exists an edge between vertex $i$ and vertex $j$. $ …
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5 votes
0 answers
107 views

Discrete random walk in an expanding cage (i.e. in a growing domain)

In the book "A guide to First-Passage Processes" by Sidney Redner, a section is dedicated to the survival probability of a random walker in a growing domain. For a fixed-length interval $[0,L]$, the p …
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4 votes
1 answer
444 views

Derive the solution of the diffusion equation from the solution of a random walk

Summary The probability distribution (pdf) of a random walk in 1 dimension is represented by a Bessel function. On the other hand, the pdf of a Brownian motion in free space is represented by a Gaussi …
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