Splitting Probabilities of Symmetric Jump Processes

We derive a universal, exact asymptotic form of the splitting probability for symmetric continuous jump processes, which quantifies the probability π0,x_(x0) that the process crosses x before 0 starting from a given position x0∈[0,x] in the regime x0≪x. This analysis provides in particular a fully explicit determination of the transmission probability (x0=0), in striking contrast with the trivial prediction π0,x_(0)=0 obtained by taking the continuous limit of the process, which reveals the importance of the microscopic properties of the dynamics. These results are illustrated with paradigmatic models of jump processes with applications to light scattering in heterogeneous media in realistic 3D slab geometries. In this context, our explicit predictions of the transmission probability, which can be directly measured experimentally, provide a quantitative characterization of the effective random process describing light scattering in the medium.