Related papers: First-passage and escape problems in the Feller pr…
We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…
We show that a one-dimensional regular continuous Markov process \(\X\) with scale function \(s\) is a Feller--Dynkin process precisely if the space transformed process \(s (X)\) is a martingale when stopped at the boundaries of its state…
In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…
The escape probability $\xi_{x}$ from a site $x$ of a one-dimensional disordered lattice with trapping is treated as a discrete dynamical evolution by random iterations over nonlinear maps parametrized by the right and left jump…
Consider a network embedded in the 2D plane, where a particle diffuses along the edges of the network. It is clear that over short length scales a particle moves along a single edge and thus undergoes one-dimensional diffusion. However, on…
We investigate the physical properties of steady flows in a holographic first-order phase transition model, extending from the thermodynamics at equilibrium to the real-time dynamics far from equilibrium. Through spinodal decomposition or…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
We investigate certain properties of degenerate Feller processes that are killed when exiting a relatively compact set. Our main result provides general conditions ensuring that such a process possesses a (possibly non unique) quasi…
This paper provides a Feller's test for explosions of one-dimensional continuous stochastic Volterra processes of convolution type. The study focuses on dynamics governed by nonsingular kernels, which preserve the semimartingale property of…
Relaxation and first passage processes are the pillars of kinetics in condensed matter, polymeric and single-molecule systems. Yet, an explicit connection between relaxation and first passage time-scales so far remained elusive. Here we…
The Ornstein-Uhlenbeck process of diffusion in the harmonic potential is re-examined in the context of the first-passage time problem. We investigate this problem to the extent that it has not yet been fully resolved and demonstrate exact…
We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…
We study the dynamics of a particle moving in one-dimensional Lorentz lattice-gas where particle performs mainly three different kinds of motion {\it viz} ballistic motion, diffusion and confinement. There are two different types of…
We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…
For a Landau-Zener transition in a two-level system, the probability for a particle, initially in the first level, {\em i}, to survive the transition and to remain in the first level, depends exponentially on the square of the tunnel matrix…
Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…
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…
We address some inverse problems for the first-passage place and the first-passage time of a one-dimensional diffusion process $\mathcal X(t)$ with stochastic resetting, starting from an initial position $\mathcal X(0)= \eta ;$ this type of…
A model for nonequilibrium wetting in 1+1 dimensions is introduced. It comprises adsorption and desorption processes with a dynamics which generically does not obey detailed balance. Depending on the rates of the dynamical processes the…
We investigate first-hitting location (FHL) statistics induced by drift-diffusion processes in domains with absorbing boundaries, and examine how such boundary laws give rise to intrinsic information observables. Rather than introducing…