{
  "id": "1807.07791",
  "version": "v1",
  "published": "2018-07-20T11:26:43.000Z",
  "updated": "2018-07-20T11:26:43.000Z",
  "title": "Biased random walks with finite mean first passage time",
  "authors": [
    "Christin Puthur",
    "Prabha Chuphal",
    "Snigdha Thakur",
    "Auditya Sharma"
  ],
  "comment": "10 pages, 12 figures",
  "categories": [
    "cond-mat.stat-mech",
    "physics.bio-ph",
    "physics.chem-ph"
  ],
  "abstract": "A power-law distance-dependent biased random walk model with a tuning parameter ($\\sigma$) is introduced in which finite mean first passage times are realizable if $\\sigma$ is less than a critical value $\\sigma_c$. We perform numerical simulations in $1$-dimension to obtain $\\sigma_c \\sim 1.14$. The three-dimensional version of this model is related to the phenomenon of chemotaxis. Diffusiophoretic theory supplemented with coarse-grained simulations establish the connection with the specific value of $\\sigma = 2$ as a consequence of in-built solvent diffusion. A variant of the one-dimensional power-law model is found to be applicable in the context of a stock investor devising a strategy for extricating their portfolio out of loss.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-07-20T11:26:43.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "finite mean first passage time",
      "biased random walk model",
      "power-law distance-dependent biased random walk"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 10,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}