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Related papers: Global first passage times on fractal lattices

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We consider the standard first passage percolation model on $\mathbb Z^d$ with bounded and bounded away from zero weights. We show that the rescaled passage time $\widetilde{\mathbf T}_{n,X}$ restricted to a compact set $X$ satisfies a…

Probability · Mathematics 2024-04-16 Julien Verges

We consider first-passage percolation on $\mathbb{Z}^2$ with i.i.d. weights, whose distribution function satisfies $F(0) = p_c = 1/2$. This is sometimes known as the "critical case" because large clusters of zero-weight edges force passage…

Probability · Mathematics 2015-08-18 Michael Damron , Wai-Kit Lam , Xuan Wang

We introduce a non-equilibrium discrete-time random walk model on multiplex networks, in which at each time step the walker first undergoes a random jump between neighboring nodes in the same layer, and then tries to hop from one node to…

Statistical Mechanics · Physics 2025-06-18 Feng Huang , Hanshuang Chen

Percolation on a one-dimensional lattice and fractals such as the Sierpinski gasket is typically considered to be trivial because they percolate only at full bond density. By dressing up such lattices with small-world bonds, a novel…

Disordered Systems and Neural Networks · Physics 2012-10-10 S. Boettcher , V. Singh , R. M. Ziff

We study hitting times in simple random walks on graphs, which measure the time required to reach specific target vertices. Our main result establishes a sharp lower bound for the variance of hitting times. For a simple random walk on a…

Probability · Mathematics 2024-03-25 Rafael Chiclana , Yuval Peres

We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…

Soft Condensed Matter · Physics 2009-09-30 Nicholas A. Licata , Stephan W. Grill

The study of first passage percolation (FPP) for the random interlacements model has been initiated in arXiv:2112.12096, where it is shown that on $\mathbb{Z}^d$, $d\geq 3$, the FPP distance is comparable to the graph distance with high…

Probability · Mathematics 2025-10-15 Alexis Prévost

We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…

Statistical Mechanics · Physics 2026-03-25 Ivan N. Burenev

In first-passage percolation, one places nonnegative i.i.d. random variables (T (e)) on the edges of Z d. A geodesic is an optimal path for the passage times T (e). Consider a local property of the time environment. We call it a pattern. We…

Probability · Mathematics 2023-03-09 Antonin Jacquet

An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…

Disordered Systems and Neural Networks · Physics 2009-11-13 Paul E. Parris , Julián Candia , V. M. Kenkre

In this work we consider a simple random walk embedded in a generic branched structure and we find a close-form formula to calculate the hitting time $H\left(i,f\right)$ between two arbitrary nodes $i$ and $j$. We then use this formula to…

Statistical Mechanics · Physics 2015-06-11 Elena Agliari , Fabio Sartori , Luca Cattivelli , Davide Cassi

A vast variety of real-life networks display the ubiquitous presence of scale-free phenomenon and small-world effect, both of which play a significant role in the dynamical processes running on networks. Although various dynamical processes…

Physics and Society · Physics 2009-07-19 Zhongzhi Zhang , Shuigeng Zhou , Wenlei Xie , Lichao Chen , Yuan Lin , Jihong Guan

A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…

Probability · Mathematics 2014-08-13 Matija Vidmar

Tracking the movement of tracer particles has long been a strategy for uncovering complex structures. Here, we study discrete-time random walks on finite Cayley trees to infer key parameters such as tree depth and geometric bias toward the…

Statistical Mechanics · Physics 2025-12-01 Fabian H. Kreten , Ludger Santen , Reza Shaebani

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

The first passage probability (FPP), of trafficked intracellular particles reaching a displacement L, in a given time t or inverse velocity S = t/L, can be calculated robustly from measured particle tracks, and gives a measure of particle…

Subcellular Processes · Quantitative Biology 2015-05-13 Salman S. Rogers , Neftali Flores-Rodriguez , Victoria J. Allan , Philip G. Woodman , Thomas A. Waigh

We introduce a formalism for the calculation of the time of arrival t at a detector of particles traveling through interacting environments. We develop a general formulation that employs quantum canonical transformations from the free to…

Quantum Physics · Physics 2007-05-23 J. Leon , J. Julve , P. Pitanga , F. J. de Urries

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. Antal , S. Redner

We study the long-time behavior of the probability density Q_t of the first exit time from a bounded interval [-L,L] for a stochastic non-Markovian process h(t) describing fluctuations at a given point of a two-dimensional, infinite in both…

Statistical Mechanics · Physics 2008-01-28 G. Oshanin

In this paper we extend results of L.A. Shepp by finding explicit formulas for the first passage probability $F_{a,b}(T\, |\, x)={\rm Pr}(S(t)<a+bt \text{ for all } t\in[0,T]\,\, | \,\,S(0)=x)$, for all $T>0$, where $S(t)$ is a Gaussian…

Probability · Mathematics 2019-04-17 Jack Noonan , Anatoly Zhigljavsky
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