Exact First-Passage Time Response Theory from Steady-State Response
Abstract
The mean first-passage time (MFPT) provides a universal temporal measure of transport, reaction, search, and switching processes in physical, chemical, and biological systems. Understanding how MFPTs respond to perturbations is therefore crucial for prediction and control, yet a systematic theory has been lacking. We establish a compact theoretical framework for linear and nonlinear MFPT response in continuous-time Markov processes. The key tool is an exact correspondence that maps the intrinsically transient response of MFPTs onto the steady-state response of an auxiliary system. This correspondence yields exact and universal response relations for MFPTs between arbitrary state pairs, expressed entirely in terms of unperturbed MFPTs and steady-state probabilities. We then obtain a factorized physical decomposition of the MFPT response into linear upstream, linear downstream, and nonlinear contributions. Further corollaries include response-curve inference rules, fundamental bounds on MFPT responses, analytical expressions for higher-order responses of MFPTs and steady-state probabilities, and multi-rate response formulas. Additionally, our result offers computational advantages in calculating both MFPTs and steady-state distributions. Finally, a biologically motivated folding network is analyzed, and a recently reported paradox on MFPT is clarified.
Cite
@article{arxiv.2608.11202,
title = {Exact First-Passage Time Response Theory from Steady-State Response},
author = {Ruicheng Bao and Shiling Liang},
journal= {arXiv preprint arXiv:2608.11202},
year = {2026}
}
Comments
7+10 pages, 3 figures. See also our companion paper [arXiv:2608.06368]