Influence of the random walk finite step on the first-passage probability
arXiv:1712.02620 · doi:10.1088/1742-6596/955/1/012009
Abstract
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.
Conference paper CSP2017, Moscow