Majumdar, Satya N. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 20, pp. 4299-4316
In these lecture notes I will discuss the universal first-passage properties of a simple correlated discrete-time sequence {x0=0,x1,x2,…,xn} up to n steps where xi represents the position at step i of a random walker hopping on a continuous line by drawing independently, at each time step, a...