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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

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…

Statistical Mechanics · Physics 2024-02-27 Stephy Jose

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…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

In this paper we study first-passge percolation models on Delaunay triangulations. We show a sufficient condition to ensure that the asymptotic value of the rescaled first-passage time, called the time constant, is strictly positive and…

Probability · Mathematics 2011-08-15 Leandro P. R. Pimentel

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 study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri

Percolation with edge-passage probability p and first-passage percolation are studied for the n-cube B_n ={0,1}^n with nearest neighbor edges. For oriented and unoriented percolation, p=e/n and p=1/n are the respective critical…

Probability · Mathematics 2007-05-23 James Allen Fill , Robin Pemantle

The general, multidimensional barrier crossing problem for diffusive processes under the action of conservative forces is studied with the goal of developing tractable approximations. Particular attention is given to the effect of different…

Statistical Mechanics · Physics 2025-09-03 James F. Lutsko

We consider the first passage percolation model on the square lattice with an edge weight distribution F. In this paper, we consider the number of optimal paths for two points separated by a long distance. We show that there is a phase…

Probability · Mathematics 2019-05-31 Yu Zhang

We consider planar stationary exponential Last Passage Percolation in the positive quadrant with boundary weights. For $\rho\in (0,1)$ and points $v_N=((1-\rho)^2 N,\rho^2 N)$ going to infinity along the characteristic direction, we…

Probability · Mathematics 2020-11-02 Manan Bhatia

We present a survey of techniques to obtain upper bounds for the variance of the passage time in first-passage percolation. The methods discussed are a combination of tools from the theory of concentration of measure, some of which we…

Probability · Mathematics 2018-04-17 Philippe Sosoe

Inspired by strict-monotonicity criteria for the time constant in first passage percolation, we investigate convex ordering of point processes in relation to the time constant in first contact percolation. In a nutshell, first contact…

Probability · Mathematics 2026-05-28 Benedikt Jahnel , Jonas Köppl , Lukas Lüchtrath , Anh Duc Vu

We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…

Probability · Mathematics 2014-09-10 Bruno Bouchard , Stefan Geiss , Emmanuel Gobet

We consider first-passage percolation on the two-dimensional triangular lattice $\mathcal{T}$. Each site $v\in\mathcal{T}$ is assigned independently a passage time of either $0$ or $1$ with probability $1/2$. Denote by $B^+(0,n)$ the upper…

Probability · Mathematics 2018-07-03 Jianping Jiang , Chang-Long Yao

We define the spectral gap of a Markov chain on a finite state space as the second-smallest singular value of the generator of the chain, generalizing the usual definition of spectral gap for reversible chains. We then define the relaxation…

Probability · Mathematics 2025-01-07 Sourav Chatterjee

We consider a model of first passage percolation (FPP) where the nearest-neighbor edges of the standard two-dimensional Euclidean lattice are equipped with random variables. These variables are i.i.d.\, nonnegative, continuous, and have a…

Probability · Mathematics 2021-05-06 Ujan Gangopadhyay

First-passage times provide invaluable insight into fundamental properties of stochastic processes. Yet, various forms of gating mask first-passage times and differentiate them from actual detection times. For instance, imperfect conditions…

Statistical Mechanics · Physics 2023-09-27 Aanjaneya Kumar , Yuval Scher , Shlomi Reuveni , M. S. Santhanam

We study perturbation theory and uniform ergodicity for discrete-time Markov chains on general state spaces in terms of the uniform moments of the first hitting times on some set. The methods we adopt are different from previous ones. For…

Probability · Mathematics 2020-03-17 Yonghua Mao , Yanhong Song

We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^\gamma$ additional edges, where $\gamma < 1$. We find that the…

Probability · Mathematics 2015-06-26 Balázs Gerencsér

Relatively general techniques for computing mean first-passage time (MFPT) of random walks on networks with a specific property are very useful, since a universal method for calculating MFPT on general graphs is not available because of…

Statistical Mechanics · Physics 2010-10-01 Yuan Lin , Bin Wu , Zhongzhi Zhang
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