Derives explicit prefactors S0 for survival probability of compact random walks via analytic relation to mean first-passage time in confined volumes, validated by simulations.
Maximum of a fractional Brownian motion: Probabilities of small values
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Survival probability of stochastic processes beyond persistence exponents
Derives explicit prefactors S0 for survival probability of compact random walks via analytic relation to mean first-passage time in confined volumes, validated by simulations.