First passage statistics of Poisson random walks on lattices

Stephy Jose

Published 2021-10-27, updated 2022-06-10Version 2

The first passage statistics of a continuous time random walker with Poisson distributed jumps on one and two dimensional infinite lattices is investigated. An exact expression for the probability of first return to the origin in one dimension is derived for a symmetric random walker as well as a biased random walker. The Laplace transform of the occupation probability of a site for a symmetric random walker on a two dimensional lattice is identified with the lattice Green's function for a square lattice. This allows computation of the exact first passage distribution to any arbitrary site on the square lattice in Laplace space. All analytical results are compared with kinetic Monte Carlo simulations of a lattice walker in one and two dimensions.