Stationary Probability and First-Passage Time of Biased Random Walk

In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively (0≤p, q≤1, p+q=1). We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F~(N-1)^γ, where the exponent γ=2 for N<|p-q|^-1 and γ=1 for N>|p-q|^-1. Our study sheds useful insights into the biased random-walk process.