Mean and variance of first passage time of non-homogeneous random walk

Abstract

The prime concern of this paper is the first passage time of a non-homogeneous random walk, which is nearest neighbor but able to stay at its position. It is revealed that the branching structure of the walk corresponds to a 2-type non-homogeneous branching process and the first passage time of the walk can be expressed by that branching process. Therefore, one can calculate the mean and variance of the first passage time, though its exact distribution is unknown.

Keywords

Random walk / 2-type branching process / first passage time / variance

References

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