Related papers: How rare are diffusive rare events?
Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…
These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. After discussion of some classical methods, such as reflection…
In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…
We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…
Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…
In this paper, we derive explicit formulas for the surface averaged first exit time of a discrete random walk on a finite lattice. We consider a wide class of random walks and lattices, including random walks in a non-trivial potential…
How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…
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 consider the persistent exclusion process in which a set of persistent random walkers interact via hard-core exclusion on a hypercubic lattice in $d$ dimensions. We work within the ballistic regime whereby particles continue to hop in…
We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…
Given a discrete-time non-lattice supercritical branching random walk in $\mathbb{R}^d$, we investigate its first passage time to a shifted unit ball of a distance $x$ from the origin, conditioned upon survival. We provide precise…
The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…
The global first passage time density of a network is the probability that a random walker released at a random site arrives at an absorbing trap at time T. We find simple expressions for the mean global first passage time <T> for five…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…
Finding a target in a complex environment is a fundamental challenge in nature, from chemical reactions to sperm reaching an egg. An effective strategy to reduce the time needed to reach a target is to deploy many searchers, increasing the…