Abstract
We present a new approach to the calculation of first passage statistics for correlated random walks on one-dimensional discrete systems. The processes may be non-Markovian and also nonstationary. A number of examples are used to demonstrate the theory.
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de la Selva, S.M.T., Lindenberg, K. & West, B.J. Correlated random walks. J Stat Phys 53, 203–219 (1988). https://doi.org/10.1007/BF01011553
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DOI: https://doi.org/10.1007/BF01011553