Related papers: First Passage Value
A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…
It is considered the integrated process $X(t)= x + \int _0^t Y(s) ds ,$ where $Y(t)$ is a Gauss-Markov process starting from $y.$ The first-passage time (FPT) of $X$ through a constant boundary and the first-exit time of $X$ from an…
First-passage observables (FPO) are central to understanding stochastic processes in confined domains, with applications spanning chemical reaction kinetics, foraging behavior, and molecular transport. While extensive analytical results…
Resetting is a strategy for boosting the speed of a target-searching process. Since its introduction over a decade ago, most studies have been carried out under the assumption that resetting takes place instantaneously. However, due to its…
Many biological, social, and communication systems can be modeled by ``searchers'' moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks,…
Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However,…
We demonstrate that the source to target mean first passage time (MFPT) is approximately given by the potential difference of an electrostatic problem which shows that the MFPT scales like the resistance between the target and a distant…
First Passage (FP) processes are utilized widely to model phenomena in many areas of mathematical applications, from biology to computer science. Introducing a mechanism to restart the parent process can alter the first passage…
The first passage time (FPT) is a generic measure that quantifies when a random quantity reaches a specific state. We consider the FTP distribution in nonlinear stochastic biochemical networks, where obtaining exact solutions of the…
We investigate two coupled properties of Levy stable random motions: The first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly…
The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…
We propose an approach for estimating the probability that a given small target, among many, will be the first to be reached in a molecular dynamics simulation. Reaching small targets out of a vast number of possible configurations…
The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…
The properties of the mean first passage time in a system characterized by multiple periodic attractors are studied. Using a transformation from a high dimensional space to 1D, the problem is reduced to a stochastic process along the path…
We consider any dynamical system that starts from a given ensemble of configurations and evolves in time until the system reaches a certain fixed stopping criterion, with the mean first-passage time the quantity of interest. We present a…
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…
The first-passage time (FPT) of a stochastic signal to a threshold is a fundamental observable across physics, biology, and finance. While renewal shot noise is a canonical model for such signals, analytical results for its FPT have…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
This study investigates the first passage time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational…
We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position,…