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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
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