{"id":884,"date":"2015-05-18T11:03:36","date_gmt":"2015-05-18T10:03:36","guid":{"rendered":"http:\/\/mathfinance.sns.it\/?p=884"},"modified":"2016-01-08T11:08:41","modified_gmt":"2016-01-08T10:08:41","slug":"agliari-e-sartori-f-cattivelli-l-and-cassi-d-2015-hitting-and-trapping-times-on-branched-structures-physical-review-e-915-p-052132","status":"publish","type":"post","link":"http:\/\/mathfinance.sns.it\/index.php\/agliari-e-sartori-f-cattivelli-l-and-cassi-d-2015-hitting-and-trapping-times-on-branched-structures-physical-review-e-915-p-052132\/","title":{"rendered":"Agliari, E., Sartori, F., Cattivelli, L. and Cassi, D., 2015. Hitting and trapping times on branched structures. Physical Review E, 91(5), p.052132."},"content":{"rendered":"

In this work we consider a simple random walk embedded in a generic branched structure and we find a close-form formula to calculate the hitting time H<\/span>(<\/span>i<\/span>,<\/span>f<\/span>)<\/span><\/span><\/span><\/span><\/span><\/span><\/span> between two arbitrary nodes i<\/span><\/span><\/span><\/span><\/span> and j<\/span><\/span><\/span><\/span><\/span>. We then use this formula to obtain the set of hitting times {<\/span>H<\/span>(<\/span>i<\/span>,<\/span>f<\/span>)<\/span><\/span>}<\/span><\/span><\/span><\/span><\/span><\/span> for combs and their expectation values, namely, the mean first-passage time, where the average is performed over the initial node while the final node f<\/span><\/span><\/span><\/span><\/span> is given, and the global mean first-passage time, where the average is performed over both the initial and the final node. Finally, we discuss applications in the context of reaction-diffusion problems.<\/p>\n

http:\/\/dx.doi.org\/10.1103\/PhysRevE.91.052132<\/p>\n","protected":false},"excerpt":{"rendered":"

In this work we consider a simple random walk embedded in a generic branched structure and we find a close-form formula to calculate the hitting time H(i,f) between two arbitrary nodes i and j. We then use this formula to obtain the set of hitting times {H(i,f)} for combs and their expectation values, namely, the […]<\/p>\n","protected":false},"author":26,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":[],"categories":[5],"tags":[],"_links":{"self":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/posts\/884"}],"collection":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/users\/26"}],"replies":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/comments?post=884"}],"version-history":[{"count":1,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/posts\/884\/revisions"}],"predecessor-version":[{"id":885,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/posts\/884\/revisions\/885"}],"wp:attachment":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/media?parent=884"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/categories?post=884"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/tags?post=884"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}