First-Passage Time Distribution — 1D Random Walk

Start pos x₀: 20 Drift μ: 0.00 Walkers: 200 Run Clear Hits: 0 | Mean FPT: —

First-passage time T for a 1D random walk starting at x₀ to reach the absorbing boundary at 0. The exact distribution (Lévy-Smirnov) is P(T=t) ∝ x₀/t^{3/2} · exp(−(x₀−μt)²/2t). With zero drift, the tail decays as 1/t^{3/2} — the mean FPT is infinite for μ≤0.