English

Beyond Poisson: First-Passage Asymptotics of Renewal Shot Noise

Statistical Mechanics 2026-02-24 v2 Probability

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 Tb\langle T_b \rangle to reach level bb 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 Tb\langle T_b \rangle 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}
}

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