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Phys Rev E Stat Nonlin Soft Matter Phys. 2011 May;83(5 Pt 1):051116. Epub 2011 May 16.

Universality classes of first-passage-time distribution in confined media.

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Laboratoire de Physique Théorique de la matière Condensée (UMR 7600), Université Paris 6, Paris, France.


We study the first-passage time (FPT) distribution to a target site for a random walker evolving in a bounded domain. We show that in the limit of large volume of the confining domain, this distribution falls into universality classes indexed by the walk dimension d(w) and the fractal dimension d(f) of the medium, which have been recently identified previously [Bénichou et al., Nat. Chem. 2, 472 (2010)]. We present in this paper a complete derivation of these universal distributions, discuss extensively the range of applicability of the results, and extend the method to continuous-time random walks. This analysis puts forward the importance of the geometry, and in particular the position of the starting point, in first-passage statistics. Analytical results are validated by numerical simulations, applied to various models of transport in disordered media, which illustrate the universality classes of the FPT distribution.


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