- #1
WiFO215
- 420
- 1
Let P(r,t) define the occupation probability, the probability that a particle emulating a random walk will find itself at position r at time t if starts from the origin at time zero.
Let F(r,t) define the first passage probability, the probability that a particle emulating a random walk will find itself at position r at time t FOR THE FIRST TIME if starts from the origin at time zero.
I was reading a book which says this :
"For a random walk to be at position r at time t, the walk must first reach r at some earlier time step t' and then return to r after t-t' additional steps. This connection between F(r,t) and P(r,t) can thus be expressed by the equation
[tex] P(r,t) = \delta_{r0} \delta_{t0} + \sum_{t'\leqt}F(r,t')P(0,t-t') [/tex]
"
Can someone please explain how this is possible?
Let F(r,t) define the first passage probability, the probability that a particle emulating a random walk will find itself at position r at time t FOR THE FIRST TIME if starts from the origin at time zero.
I was reading a book which says this :
"For a random walk to be at position r at time t, the walk must first reach r at some earlier time step t' and then return to r after t-t' additional steps. This connection between F(r,t) and P(r,t) can thus be expressed by the equation
[tex] P(r,t) = \delta_{r0} \delta_{t0} + \sum_{t'\leqt}F(r,t')P(0,t-t') [/tex]
"
Can someone please explain how this is possible?