On Random Walks with a General Moving Barrier

Abstract

Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a moving barrier of an arbitrary shape. Such a distribution is shown to satisfy an integral equation that can be solved by a simple matrix inversion, without the need for Monte Carlo simulations, making this useful for exploring a large parameter space. We discuss examples in which common analytic approximations fail, a failure which can be remedied using the method described here.

6 pages, 7 figures, submitted to ApJ

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