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dc.contributor.authorPagnini, G. 
dc.contributor.authorDahlenburg, M. 
dc.date.accessioned2023-11-15T19:38:00Z
dc.date.available2023-11-15T19:38:00Z
dc.date.issued2023-11-15
dc.identifier.issn1471-2946
dc.identifier.urihttp://hdl.handle.net/20.500.11824/1709
dc.description.abstractWe derive a Sturm–Liouville system of equations for the exact calculation of the survival probability in first-passage time problems. This system is the one associated with the Wiener–Hopf integral equation obtained from the theory of random walks. The derived approach is an alternative to the existing literature and we tested it against direct calculations from both discrete- and continuous-time random walks in a manageable, but meaningful, example. Within this framework, the Sparre Andersen theorem results to be a boundary condition for the system.en_US
dc.description.sponsorshipPredoc Severo Ochoa 2018 grant PRE2018-084427en_US
dc.formatapplication/pdfen_US
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.subjectFirst-passage timeen_US
dc.subjectrandom walksen_US
dc.subjectWiener–Hopf integralen_US
dc.subjectSturm–Liouville systemsen_US
dc.titleSturm–Liouville systems for the survival probability in first-passage time problemsen_US
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doihttps://doi.org/10.1098/rspa.2023.0485en_US
dc.relation.publisherversionhttps://royalsocietypublishing.org/doi/pdf/10.1098/rspa.2023.0485en_US
dc.relation.projectIDinfo:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2021-2023/CEX2021-001142-Sen_US
dc.relation.projectIDinfo:eu-repo/grantAgreement/Gobierno Vasco/BERC/BERC.2022-2025en_US
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersionen_US
dc.journal.titleProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciencesen_US
dc.volume.number479en_US
dc.issue.number2279en_US


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