Asymptotic survival probability of random walks on a semi-infinite line |
| |
Authors: | K P N Murthy |
| |
Institution: | (1) Reactor Engineering and Design Group, Reactor Research Centre, 603 102 Kalpakkam, India |
| |
Abstract: | Symmetric and asymmetric random walks on a segment (−∞,T>0) of the real line are considered. There is a non-zero probability for the random walk to get absorbed at a site it visits.
We derive for such random walks, expressions for survival probabilities in the asymptotic limit ofT→∞. An application of this asymptotic formulation to the problem of radiation transport through thick shields is presented. |
| |
Keywords: | Random walks first passage time diffusion Monte-Carlo simulation radiation transport variance reduction techniques |
本文献已被 SpringerLink 等数据库收录! |