ISSN:
1572-9613
Keywords:
Diffusion
;
order statistics
;
trapping
;
mean first passage times
Source:
Springer Online Journal Archives 1860-2000
Topics:
Physics
Notes:
Abstract The problem of the statistical description of the first passage timet j, N to one or two absorbing boundaries of the firstj of a set ofN independent diffusing particles in one dimension is revisited. An asymptotic expression for largeN of the generating function of the moments oft j, N is obtained, and explicit expressions for the first two moments are presented. The results are valid for a specific but broad class of initial distributions of particles and boundaries. The mean first passage time of the first particle 〉t l, N 〉 and its variance are compared with numerical estimates for an initial distribution in which all particles are placed at the midpoint of the diffusion region.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02174217
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