Hitting probability for anomalous diffusion processes

preprint2009arXivOpen access

Abstract

We present the universal features of the hitting probability Q(x,L)Q(x,L), the probability that a generic stochastic process starting at xx and evolving in a box [0,L][0,L] hits the upper boundary LL before hitting the lower boundary at 0. For a generic self-affine process (describing, for instance, the polymer translocation through a nanopore) we show that Q(x,L)=Q(x/L)Q(x,L)=Q(x/L) and the scaling function Q(z)∼zϕQ(z)\sim z^ϕ as z→0z\to 0 with ϕ=θ/Hϕ=θ/H where HH and θθ are respectively the Hurst exponent and the persistence exponent of the process. This result is verified in several exact calculations including when the process represents the position of a particle diffusing in a disordered potential. We also provide numerical supports for our analytical results.

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