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The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

The continuous time random walk model has been widely applied in various fields, including physics, biology, chemistry, finance, social phenomena, etc. In this work, we present an algorithm that utilizes a subordinate formula to generate…

Statistical Mechanics · Physics 2024-09-10 Danhua Jiang , Yuanze Hong , Wanli Wang

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

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…

Statistical Mechanics · Physics 2025-07-15 Elisabetta Ellettari , Giacomo Nasuti , Alberto Bassanoni , Alessandro Vezzani , Raffaella Burioni

The motion of a lazy Pearson walker is studied with different probability ($p$) of jump in two and three dimensions. The probability of exit ($P_e$) from a zone of radius $r_e$, is studied as a function of $r_e$ with different values of…

Statistical Mechanics · Physics 2016-08-01 Muktish Acharyya

This work analyzes fractional continuous-time random walks on two-layer multiplexes. A node-centric dynamics is used, in which it is assumed a Poisson distribution of a walker to become active, while a jump to one of its neighbors depends…

Physics and Society · Physics 2020-01-29 Alfonso Allen-Perkins , Roberto F. S. Andrade

Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…

Probability · Mathematics 2013-12-30 Enrique D. Andjel , Maria Eulalia Vares

This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…

Probability · Mathematics 2008-01-17 Andras Telcs

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

Understanding the topological characteristics of complex networks and how they affect navigability is one of the most important goals in science today, as it plays a central role in various economic, biological, ecological and social…

Physics and Society · Physics 2020-04-29 M. S. Chaves , T. G. Mattos , A. P. F. Atman

Even after decades of research the problem of first passage time statistics for quantum dynamics remains a challenging topic of fundamental and practical importance. Using a projective measurement approach, with a sampling time $\tau$, we…

Statistical Mechanics · Physics 2017-04-05 Harel Friedman , David A. Kessler , Eli Barkai

The mean first passage time~(MFPT) of random walks is a key quantity characterizing dynamic processes on disordered media. In a random fractal embedded in the Euclidean space, the MFPT is known to obey the power law scaling with the…

Statistical Mechanics · Physics 2023-12-07 Hyun-Myung Chun , Sungmin Hwang , Byungnam Kahng , Heiko Rieger , Jae Dong Noh

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…

This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…

Probability · Mathematics 2018-03-28 Vsevolod Malinovskii

We design a method to optimize the global mean first-passage time (GMFPT) of multiple random walkers searching in complex networks for a general target, without specifying the property of the target node. According to the Laplace…

Physics and Society · Physics 2018-12-13 Mucong Ding , Kwok Yip Szeto

We introduce a general approach for the study of the collective dynamics of non-interacting random walkers on connected networks. We analyze the movement of $R$ independent (Markovian) walkers, each defined by its own transition matrix. By…

Statistical Mechanics · Physics 2021-04-20 Alejandro P. Riascos , David P. Sanders

We study the random walk problem on a deterministic scale-free network, in the presence of a set of static, identical targets; due to the strong inhomogeneity of the underlying structure the mean first-passage time (MFPT), meant as a…

Statistical Mechanics · Physics 2014-09-04 Elena Agliari , Raffaella Burioni , Alessandro Manzotti

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…

Probability · Mathematics 2021-11-18 Fei Ma , Ping Wang

We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

Statistical Mechanics · Physics 2009-11-10 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

Probability · Mathematics 2011-03-31 Kohei Uchiyama
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