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We present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution of Zhang & Hui, and Benson et al. to find a numerically robust and convenient algorithm to derive the first crossing distribution in terms of a perturbative expansion around the limit of an uncorrelated random walk. We apply this methodology to the specific case of a Gaussian random density field filtered with a Gaussian smoothing function. By comparing our solutions to results from Monte Carlo calculations of the first crossing distribution we demonstrate that our method accurate for power spectra $P(k)propto k^n$ for $n=1$, becoming less accurate for smaller values of $n$. It is therefore complementary to the method of Musso & Sheth, which will therefore be more useful for standard $Lambda$CDM power spectra. Our approach is quite general, and can be adapted to other smoothing functions, and also to non-Gaussian density fields.
We provide a simple formula that accurately approximates the first crossing distribution of barriers having a wide variety of shapes, by random walks with a wide range of correlations between steps. Special cases of it are useful for estimating halo
Insight into a number of interesting questions in cosmology can be obtained from the first crossing distributions of physically motivated barriers by random walks with correlated steps. We write the first crossing distribution as a formal series, ord
In excursion set theory the computation of the halo mass function is mapped into a first-passage time process in the presence of a barrier, which in the spherical collapse model is a constant and in the ellipsoidal collapse model is a fixed function
We compute the effect of primordial non-Gaussianity on the halo mass function, using excursion set theory. In the presence of non-Gaussianity the stochastic evolution of the smoothed density field, as a function of the smoothing scale, is non-markovi
A sizeable level of non-Gaussianity in the primordial cosmological perturbations may be induced by a large trispectrum, i.e. by a large connected four-point correlation function. We compute the effect of a primordial non-Gaussian trispectrum on the h