Related papers: Exact mean first-passage time on the T-graph
We consider first-passage percolation on the $d$ dimensional cubic lattice for $d \geq 2$; that is, we assign independently to each edge $e$ a nonnegative random weight $t_e$ with a common distribution and consider the induced random graph…
In the present paper, we give the exact formula for the average hitting time (HT, as an abbreviation) of random walks from one vertex to any other vertex on the some weighted Cayley graphs.
We study measures of the amount of time required for transient flow in heterogeneous porous media to effectively reach steady state, also known as the response time. Here, we develop a new approach that extends the concept of mean action…
We derive a general formula for computing the expected first return time of a random walk on a finite graph. Using this framework, we calculate the expected first return time in various settings over bounded rectangular grids with different…
We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…
A large and sparse random graph with independent exponentially distributed link weights can be used to model the propagation of messages or diseases in a network with an unknown connectivity structure. In this article we study an extended…
We present an analytical method for computing the mean cover time of a random walk process on arbitrary, complex networks. The cover time is defined as the time a random walker requires to visit every node in the network at least once. This…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
As known, the commonly-utilized ways to determine mean first-passage time $\overline{\mathcal{F}}$ for random walk on networks are mainly based on Laplacian spectra. However, methods of this type can become prohibitively complicated and…
We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…
It is given an effective upper estimate of expectation of |T_1-T_2|, where T_1 and T_2 are the first exit times from a region for two vector diffusion processes.
We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…
We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…
We show that in any graph, the average length of a flow path in an electrical flow between the endpoints of a random edge is $O(\log^2 n)$. This is a consequence of a more general result which shows that the spectral norm of the entrywise…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
We present the analytical and numerical results of a random walk on the family of small-world graphs. The average access time shows a crossover from the regular to random behavior with increasing distance from the starting point of the…
Random walks have wide application in real lives, ranging from target search, reaction kinetics, polymer chains, to the forecast of the arrive time of extreme events, diseases or opinions. In this paper, we consider discrete random walks on…
We introduce the Space-Time Markov Chain Approximation (STMCA) for a general diffusion process on a finite metric graph $\Gamma$. The STMCA is a doubly asymmetric (in both time and space) random walk defined on a subdivisions of $\Gamma$,…
We study the exact asymptotics for the distribution of the first time $\tau_x$ a L\'evy process $X_t$ crosses a negative level $-x$. We prove that $\mathbf P(\tau_x>t)\sim V(x)\mathbf P(X_t\ge 0)/t$ as $t\to\infty$ for a certain function…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…