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Sparre-Andersen theorem with spatiotemporal correlations

Sparre-Andersen theorem with spatiotemporal correlations

The Sparre-Andersen theorem is a remarkable result in one-dimensional random walk theory concerning the universality of the ubiquitous first-passage-time distribution. It states that the probability distribution $\rho_n$ of the number of steps needed for a walker starting at the origin to land on the positive semi-axes does not depend on …