Related papers: First passage time distribution for a random walke…
We investigate the fluctuations of the time elapsed until the electric charge transferred through a conductor reaches a given threshold value. For this purpose, we measure the distribution of the first-passage times for the net number of…
We study the dynamics of protein folding via statistical energy-landscape theory. In particular, we concentrate on the local-connectivity case with the folding progress described by the fraction of native conformations. We obtain…
The time of the first occurrence of a threshold crossing event in a stochastic process, known as the first passage time, is of interest in many areas of sciences and engineering. Conventionally, there is an implicit assumption that the…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
We present results for the ordered sequence of first passage times of arrival of N random walkers at a boundary in Euclidean spaces of d dimensions.
We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…
We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
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…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
We study the mean time for a random walk to traverse between two arbitrary sites of the Erdos-Renyi random graph. We develop an effective medium approximation that predicts that the mean first-passage time between pairs of nodes, as well as…
We derive an exact closed-form analytical expression for the distribution of the cover time for a random walk over an arbitrary graph. In special case, we derive simplified exact expressions for the distributions of cover time for a…
The exact mean time between encounters of a given particle in a system consisting of many particles undergoing random walks in discrete time is calculated, on both regular and complex networks. Analytical results are obtained both for…
Many physical, chemical, and biological systems depend on the first passage time (FPT) of a diffusive searcher to a target. Typically, this FPT is much slower than the characteristic diffusion timescale. For example, this is the case if the…
We study the distributions of the continuous-time quantum walk on a one-dimensional lattice. In particular we will consider walks on unbounded lattices, walks with one and two boundaries and Dirichlet boundary conditions, and walks with…
The inverse first-passage time problem determines a boundary such that the first-passage time of a Wiener process to this boundary has a given distribution. An approximation which is based on the starting value of the boundary to a smooth…
The distribution of the first positive position reached by a random walker starting from the origin is fundamental for understanding the statistics of extremes and records in one-dimensional random walks. We present a comprehensive study of…
Analytical results for the distribution of first hitting times of random walks on Erd\H{o}s-R\'enyi networks are presented. Starting from a random initial node, a random walker hops between adjacent nodes until it hits a node which it has…
We investigate the dynamics of simultaneous random walkers with resetting on networks and derive exact analytical expressions for the mean first-encounter times of Markovian random walkers. Specifically, we consider two cases for the…
We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…