Random Walk — First Passage Time

Multiple 1D random walkers race to an absorbing boundary — the first passage time distribution reveals Lévy-stable tails.

Walkers: 20 | Absorbed: 0 | ⟨T⟩ = -- | t = 0

First passage time T to reach x=L starting at x=0: P(T) ~ t^(-3/2)·exp(−L²/4Dt) (Lévy-Smirnov distribution). Mean ⟨T⟩ = L/μ (with drift μ>0) or ∞ (without drift). Arises in neuroscience, finance, reaction kinetics.