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Random Walks on Lattices. II
Abstract
Formulas are obtained for the mean first passage times (as well as their dispersion) in random walks from the origin to an arbitrary lattice point on a periodic space lattice with periodic boundary conditions. Generally this time is proportional to the number of lattice points. The number of distinct points visited after n steps on a k-dimensional lattice (with k ≥ 3) when n is large is a1n + a2n½ + a3 + a4n−½ + …. The constants a1 − a4 have been obtained for walks on a simple cubic lattice when k = 3 and a1 and a2 are given for simple and face-centered cubic lattices. Formulas have also been obtained for the number of points visited r times in n steps as well as the average number of times a given point has been visited. The probability F(c) that a walker on a one-dimensional lattice returns to his starting point before being trapped on a lattice of trap concentration c is F(c) = 1 + [c/(1 − c)] log c. Most of the results in this paper have been derived by the method of Green's functions.
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Citations
Cited by
Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications
Bouchaud, J.-P., & Georges, A. (1990) · Physics Reports · doi:10.1016/0370-1573(90)90099-n · Cited by 4,162
Diffusion in regular and disordered lattices
Haus, J. W., & Kehr, K. W. (1987) · Physics Reports · doi:10.1016/0370-1573(87)90005-6 · Cited by 1,122
Multifractal analysis of financial markets: a review
Jiang, Z.-Q., Xie, W.-J., Zhou, W.-X., & Sornette, D. (2019) · Reports on Progress in Physics · doi:10.1088/1361-6633/ab42fb · Cited by 423
Bénichou, O., Chevalier, C., Klafter, J., Meyer, B., & Voituriez, R. (2010) · Nature Chemistry · doi:10.1038/nchem.622 · Cited by 351
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Kolokoltsov, V. N. (2010) · Cambridge University Press eBooks · doi:10.1017/cbo9780511760303 · Cited by 279
Metadata
- Authors
- Montroll, E. W., & Weiss, G. H.
- Venue
- Journal of Mathematical Physics
- Publisher
- AIP Publishing
- Published
- 1965-02-01
- Volume
- 6
- Issue
- 2
- Pages
- 167-181
- ISSN
- 0022-2488 (ISSN-L)
- 1089-7658
- OpenAlex
- W1989941945
- Cited by
- 2,788
- References
- 0
- FWCI
- 1.24
- Type
- journal article
- Language
- en
- Open access
- closed
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