Beyond Poisson: First-Passage Asymptotics of Renewal Shot Noise
Abstract
The first-passage time (FPT) of a stochastic signal to a threshold is a fundamental observable across physics, biology, and finance. While renewal shot noise is a canonical model for such signals, analytical results for its FPT have remained confined to the Poisson (Markovian) case, despite the prevalence of non-Poisson arrival statistics in applications from neuronal spiking to gene expression. We break this long-standing barrier by deriving the first universal asymptotic formula for the mean FPT to reach level for renewal shot noise with general arrival statistics and exponential marks. Our central result is a closed-form expression that reveals precisely how general inter-arrival statistics impact the naive Arrhenius law. We show that the short-time behavior of the interarrival distribution dictates universal scaling corrections, ranging from stretched-exponential to algebraic, that can dramatically accelerate threshold crossing. Furthermore, we show analytically and confirm numerically that the full FPT distribution becomes exponential at large thresholds, implying that provides a complete asymptotic characterization. Our work, enabled by a novel exact solution for the moments of the noise, establishes a general framework for analyzing extreme events in non-Markovian systems with relaxation.
Keywords
Cite
@article{arxiv.2510.21670,
title = {Beyond Poisson: First-Passage Asymptotics of Renewal Shot Noise},
author = {Julien Brémont},
journal= {arXiv preprint arXiv:2510.21670},
year = {2026}
}
Comments
PRL version