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Based on the analysis of probability flow, where the First Passage (FP) is realised as the sink of probability, we summarise the protocol to find the distribution of the First Passage Time (FTP). We also describe the corresponding formula…

Statistical Mechanics · Physics 2022-03-30 Ken Sekimoto

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 2023-10-09 Antonin Jacquet

We study the problem of random search in finite networks with a tree topology, where it is expected that the distribution of the first-passage time F(t) decays exponentially. We show that the slope of the exponential tail is independent of…

Statistical Mechanics · Physics 2018-11-22 M. Reza Shaebani , Robin Jose , Christian Sand , Ludger Santen

Aging, the dependence of the dynamics of a physical process on the time $t_a$ since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of…

Statistical Mechanics · Physics 2014-12-24 Henning Kruesemann , Aljaz Godec , Ralf Metzler

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…

Probability · Mathematics 2019-06-17 Alessia Civallero , Cristina Zucca

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

Statistical Mechanics · Physics 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and…

Probability · Mathematics 2022-12-14 Elvira Di Nardo , Giuseppe D'Onofrio , Tommaso Martini

We consider the problem of determining the arrival statistics of unbiased planar random walkers to complex target configurations. In contrast to problems posed in finite domains, simple moments of the distribution, such as the mean (MFPT)…

Numerical Analysis · Mathematics 2021-12-14 Jake Cherry , Alan E. Lindsay , Adrian Navarro Hernandez , Bryan Quaife

We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

We present a derivation of the exact sign-time distribution for a random walker in the presence of a boundary moving with constant velocity.

Statistical Mechanics · Physics 2009-10-31 T. J. Newman

Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not…

Physics and Society · Physics 2016-10-11 Tongfeng Weng , Jie Zhang , Moein Khajehnejad , Michael Small , Rui Zheng , Pan Hui

The cover-time problem, i.e., time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk…

Statistical Mechanics · Physics 2023-03-01 Jia-Qi Dong , Wen-Hui Han , Yisen Wang , Xiao-Song Chen , Liang Huang

First passage percolation on $\mathbb{Z}^2$ is a model for describing the spread of an infection on the sites of the square lattice. The infection is spread via nearest neighbor sites and the time dynamic is specified by random passage…

Probability · Mathematics 2014-12-19 Sven Erick Alm , Maria Deijfen

We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…

Statistical Mechanics · Physics 2022-08-02 Emily Qing Zang Moen , Kristian Stølevik Olsen , Jonas Rønning , Luiza Angheluta

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…

Statistical Mechanics · Physics 2007-05-23 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These…

Disordered Systems and Neural Networks · Physics 2009-11-10 E. Almaas , R. V. Kulkarni , D. Stroud

We introduce a model for the slow relaxation of an energy landscape caused by its local interaction with a random walker whose motion is dictated by the landscape itself. By choosing relevant measures of time and potential this…

Statistical Mechanics · Physics 2015-06-24 Janos Torok , Supriya Krishnamurthy , Janos Kertesz , Stephane Roux

We consider the branching random walk $\{\mathcal R^N_z: z\in V_N\}$ with Gaussian increments indexed over a two-dimensional box $V_N$ of side length $N$, and we study the first passage percolation where each vertex is assigned weight…

Probability · Mathematics 2019-11-27 Jian Ding , Subhajit Goswami