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Exit Probability and First Passage Time of a Lazy Pearson Walker: Scaling Behaviour
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作者 Muktish Acharyya 《Applied Mathematics》 2016年第12期1353-1358,共6页
The motion of a lazy Pearson walker is studied with different probability (p) of jump in two and three dimensions. The probability of exit (  ) from a zone of radius  is studied as a function of  with d... The motion of a lazy Pearson walker is studied with different probability (p) of jump in two and three dimensions. The probability of exit (  ) from a zone of radius  is studied as a function of  with different values of jump probability p. The exit probability  is found to scale as , which is obtained by method of data collapse. The first passage time (  ) i.e., the time required for first exit from a zone is studied. The probability distribution  of first passage time was studied for different values of jump probability (p). The probability distribution of first passage time was found to scale as . Where, F and G are two scaling functions and a, b, g and d are some exponents. In both the dimensions, it is found that,  , ,  and . 展开更多
关键词 Pearson Walker Lazy Random Walk exit probability First Passage Time SCALING
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Effects of Lvy noise and immune delay on the extinction behavior in a tumor growth model 被引量:3
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作者 郝孟丽 徐伟 +1 位作者 谷旭东 戚鲁媛 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第9期126-132,共7页
The combined effects of Ltvy noise and immune delay on the extinction behavior in a tumor growth model are explored, The extinction probability of tumor with certain density is measured by exit probability. The expres... The combined effects of Ltvy noise and immune delay on the extinction behavior in a tumor growth model are explored, The extinction probability of tumor with certain density is measured by exit probability. The expression of the exit probability is obtained using the Taylor expansion and the infinitesimal generator theory. Based on numerical calculations, it is found that the immune delay facilitates tumor extinction when the stability index α〈 1, but inhibits tumor extinction when the stability index α 〉 1. Moreover, larger stability index and smaller noise intensity are in favor of the extinction for tumor with low density. While for tumor with high density, the stability index and the noise intensity should be reduced to promote tumor extinction. 展开更多
关键词 exit probability Levy noise immune delay tumor growth model
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Total Duration of Negative Surplus for a Brownian Motion Risk Model with Interest
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作者 Wei WANG Jing Min HE 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2014年第1期163-168,共6页
In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exp... In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exploiting the limitation idea,we derive the Laplace transform of total duration of negative surplus. 展开更多
关键词 First exit time confluent hypergeometric function negative surplus ruin probability
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