Scinovex
article

Random Walks on Lattices. II

Journal of Mathematical Physics · 1965 · Vol. 6(2) · pp. 167–181
Elliott W. MontrollGeorge H. Weiss

Abstract

Formulas are obtained for the mean first passage times (as well as their dispersion) in random walks from the origin to an arbitrary lattice point on a periodic space lattice with periodic boundary conditions. Generally this time is proportional to the number of lattice points. The number of distinct points visited after n steps on a k-dimensional lattice (with k ≥ 3) when n is large is a1n + a2n½ + a3 + a4n−½ + …. The constants a1 − a4 have been obtained for walks on a simple cubic lattice when k = 3 and a1 and a2 are given for simple and face-centered cubic lattices. Formulas have also been obtained for the number of points visited r times in n steps as well as the average number of times a given point has been visited. The probability F(c) that a walker on a one-dimensional lattice returns to his starting point before being trapped on a lattice of trap concentration c is F(c) = 1 + [c/(1 − c)] log c. Most of the results in this paper have been derived by the method of Green's functions.

Diffusion and Search DynamicsStochastic processes and statistical mechanicsLattice (music)CombinatoricsMathematicsRandom walkPeriodic boundary conditionsSimple cubic latticeInteger latticeLattice constantStatistical physicsPhysics
Citations
2,723
FWCI
0.85
field-weighted impact
References
8
Percentile
70%
vs. same field & year
Citations per year
Cited by
Waiting-times and returns in high-frequency financial data: an empirical study
Physica A Statistical Mechanics and its Applications · 2002 · 506 citations
From continuous time random walks to the fractional Fokker-Planck equation
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2000 · 765 citations
Fractional calculus and continuous-time finance II: the waiting-time distribution
Physica A Statistical Mechanics and its Applications · 2000 · 449 citations
Fractional calculus and continuous-time finance
Physica A Statistical Mechanics and its Applications · 2000 · 856 citations
Application of a fractional advection‐dispersion equation
Water Resources Research · 2000 · 1,266 citations
Boundary value problems for fractional diffusion equations
Physica A Statistical Mechanics and its Applications · 2000 · 512 citations
Stochastic Transport in a Disordered Solid. I. Theory
Physical review. B, Solid state · 1973 · 1,171 citations
References
An introduction to probability theory and its applications
Journal of the Franklin Institute · 1958 · 29,713 citations
Citation Network

How this paper connects to the literature. Drag to explore, click any node to open that paper.