Skip to Main Content
Asymptotic and exact solutions are derived from first principles by various methods for the moments of the number of steps or traversal time, etc., of a particle which diffuses, most specifically on a linear chain, to an exit site without previously leaving via an entrance site. The presentation is expository and uses standard methods.
Note: The Institute of Electrical and Electronics Engineers, Incorporated is distributing this Article with permission of the International Business Machines Corporation (IBM) who is the exclusive owner. The recipient of this Article may not assign, sublicense, lease, rent or otherwise transfer, reproduce, prepare derivative works, publicly display or perform, or distribute the Article.