Multiple random walkers on a 1D lattice race to an absorbing boundary. Track first-passage time distribution — it has a Lévy-Smirnov inverse Gaussian shape with heavy tails.
First-passage time T to reach position L: for unbiased walk, P(T=t) follows a Lévy-Smirnov distribution with tail P(T>t)∝t^{-1/2}. Mean ⟨T⟩ = L²/D for symmetric, or L/(2p-1) for biased. Connects to option pricing (barrier options), neuroscience (reaction time), and polymer dynamics.