Show that the normalisation constant A in Eq. (10.57) is given by

Eq. (10.57)

Generalise the expression in Eq. (10.57) to the non-symmetric random walker for which p₊ ≠ p− and derive expressions for the distribution of first passage and first return times.

Transcribed Image Text:

1 (x-xo)2 P(x,t) = exp 4 Dt 4Dt ] exp[ (x+xo) 4Dt