Related papers: First-exit-time probability density tails for a lo…
This paper summarises an investigation of the statistical properties of orbits escaping from three different two-degree-of-freedom Hamiltonian systems which exhibit global stochasticity. Each H=H_{0}+eH', with H_{0} integrable and eH' a…
How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…
The behavior of quantum speed limit time (QSLT) for a single free spin $-1/2$ particle described by Gaussian wavepackets in the framework of relativity under dephasing noise is investigated. The dephasing noise acts only on the spin degrees…
We analyze, both analytically and numerically, the time-dependence of the return probability in closed systems of interacting particles. Main attention is paid to the interplay between two regimes, one of which is characterized by the…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…
For a L\'evy process on the real line, we provide complete criteria for the finiteness of exponential moments of the first passage time into the interval $(r,\infty)$, the sojourn time in the interval $(-\infty,r]$, and the last exit time…
We derive the asymptotic behaviour of the one point probability density for the inhomogeneous shock slopes in the turbulent regime, when a Gaussian fluctuating flux at origin derives the system. We also calculate the time dependence of the…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
Temporal fluctuations in the superconducting qubit lifetime, $T_1$, bring up additional challenges in building a fault-tolerant quantum computer. While the exact mechanisms remain unclear, $T_1$ fluctuations are generally attributed to the…
A well known argument in cosmology gives that the power spectrum (or structure function) $P(k)$ of mass density fluctuations produced from a uniform initial state by physics which is causal (i.e. moves matter and momentum only up to a…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
For the one-dimensional Facilitated Exclusion Process with initial state a product measure of density $\rho=1/2-\delta$, $\delta\ge0$, there exists an infinite-time limiting state $\nu_\rho$ in which all particles are isolated and hence…
In this article we obtain the equilibrium fluctuations of a symmetric exclusion process in $\mathbb{Z}$ with long jumps. The transition probability of the jump from $x$ to $y$ is proportional to $|x-y|^{-\gamma-1}$. Here we restrict to the…
We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias…
A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…
The short time behavior of nucleation probabilities is studied by representing nucleation as diffusion in a potential well with escape over a barrier. If initially all growing nuclei start at the bottom of the well, the first nucleation…
We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
We study the decay rate $\theta(a)$ that characterizes the late time exponential decay of the first-passage probability density $F_a(t|0) \sim e^{-\theta(a)\, t}$ of a diffusing particle in a one dimensional confining potential $U(x)$,…