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Properties of noninteger moments in a first passage time problem
Authors:Weiss  George H.  Havlin  Shlomo  Matan  Ofer
Affiliation:(1) National Institutes of Health, 20892 Bethesda, Maryland;(2) Department of Physics, Bar-Ilan University, 52100 Ramat-Gan, Israel
Abstract:We calculate the moments langtqrang, whereq is not necessarily an integer, of the first passage time to trapping for a simple diffusion problem in one dimension. If a characteristic length of the system isL and langtqrang ~Ltau(q) asLrarrinfin, then we show that there is a phase transition atq=qcsuch that whenq<qc,tau(g)=0, and forq>qc, tau(q) is a linear function ofq. These analytical results can be used to explain results for large moments for diffusion on a hierarchic structure. We also show how to calculate noninteger moments in terms of characteristic functions.
Keywords:Trapping problems  hierarchic structures  survival probabilities
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