Related papers: First Passage Time Distribution and Number of Retu…
Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…
In this paper, by using two different techniques we derive an explicit formula for the mean first-passage time (MFPT) between any pair of nodes on a general undirected network, which is expressed in terms of eigenvalues and eigenvectors of…
We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…
We propose an analytical approach to study non-Markov random walks by employing an exact enumeration method. Using the method, we derive an exact expansion for the first-passage time (FPT) distribution for any continuous, differentiable…
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…
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…
Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…
We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…
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…
We consider a simple random walk on the T-fractal and we calculate the exact mean time $\tau^g$ to first reach the central node $i_0$. The mean is performed over the set of possible walks from a given origin and over the set of starting…
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…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…
We present a heuristic derivation of the first passage time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. {\bf 90}, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the…
We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the…
The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…
We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…
Evaluating the completion time of a random algorithm or a running stochastic process is a valuable tip not only from a purely theoretical, but also pragmatic point of view. In the formal sense, this kind of a task is specified in terms of…
We propose an approximation for the first return time distribution of random walks on undirected networks. We combine a message-passing solution with a mean-field approximation, to account for the short- and long-term behaviours…