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First passage on disordered intervals

James Holehouse* and S. Redner†

  • The Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, New Mexico 87501, USA

  • *jamesholehouse@santafe.edu
  • †redner@santafe.edu

Phys. Rev. E 109, L032102 – Published 7 March, 2024

DOI: https://doi.org/10.1103/PhysRevE.109.L032102

Abstract

We derive unexpected first-passage properties for nearest-neighbor hopping on finite intervals with disordered hopping rates, including (a) a highly variable spatial dependence of the first-passage time, (b) huge disparities in first-passage times for different realizations of hopping rates, (c) significant discrepancies between the first moment and the square root of the second moment of the first-passage time, and (d) bimodal first-passage time distributions. Our approach relies on the backward equation, in conjunction with probability generating functions, to obtain all moments, as well as the distribution of first-passage times. Our approach is simpler than previous approaches based on the forward equation, in which computing the mth moment of the first-passage time requires all preceding moments.

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