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Related papers: First Passage processes in cellular biology

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Consider a stable L\'evy process $X=(X_t,t\geq 0)$ and let $T_x$, for $x>0$, denote the first passage time of $X$ above the level $x$. In this work, we give an alternative proof of the absolute continuity of the law of $T_x$ and we obtain a…

Probability · Mathematics 2018-04-05 Fernando Cordero

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…

Statistical Mechanics · Physics 2026-02-24 Julien Brémont

In this paper we consider the one-dimensional dynamical evolution of a particle traveling at constant speed and performing, at a given rate, random reversals of the velocity direction. The particle is subject to stochastic resetting,…

Statistical Mechanics · Physics 2021-10-25 Mattia Radice

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

In biochemical reaction networks, the first passage time (FPT) of a reaction quantifies the time it takes for the reaction to first occur, from the initial state. While the mean FPT historically served as a summary metric, a far more…

Molecular Networks · Quantitative Biology 2025-03-07 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

We provide exact results for the mean and variance of first-passage times (FPTs) of making a directed revolution in the presence of a bias in heterogeneous quenched environments where the disorder is expressed by random traps on a ring with…

Statistical Mechanics · Physics 2019-05-29 Takuma Akimoto , Keiji Saito

Causal ordering of key events in the cell cycle is essential for proper functioning of an organism. Yet, it remains a mystery how a specific temporal program of events is maintained despite ineluctable stochasticity in the biochemical…

Molecular Networks · Quantitative Biology 2017-03-30 Farshid Jafarpour , Michael Vennettilli , Srividya Iyer-Biswas

The transport of particles in cells is influenced by the properties of intracellular networks they traverse while searching for localized target regions or reaction partners. Moreover, given the rapid turnover in many intracellular…

Biological Physics · Physics 2024-06-21 Lachlan Elam , Mónica C. Quiñones-Frías , Ying Zhang , Avital A. Rodal , Thomas G. Fai

The mean first-passage time (MFPT) is one standard measure for the reaction time in thermally activated barrier-crossing processes. While the relationship between MFPTs and phenomenological rate coefficients is known for systems that…

Statistical Mechanics · Physics 2024-03-12 Qingyuan Zhou , Roland R. Netz , Benjamin A. Dalton

Eukaryotic transcription generally occurs in bursts of activity lasting minutes to hours; however, state-of-the-art measurements have revealed that many of the molecular processes that underlie bursting, such as transcription factor binding…

Subcellular Processes · Quantitative Biology 2020-12-21 Nicholas C. Lammers , Yang Joon Kim , Jiaxi Zhao , Hernan G. Garcia

We explore the effect of stochastic resetting on the first-passage properties of Feller process. The Feller process can be envisioned as space-dependent diffusion, with diffusion coefficient $D(x)=x$, in a potential…

Statistical Mechanics · Physics 2022-09-27 Somrita Ray

To identify first-order phase transitions in the dynamical process similar to the relativistic heavy-ion collisions, we investigate the dynamical behaviors of the first-order phase transition criterion in the Fokker-Planck framework. In the…

Nuclear Theory · Physics 2025-09-03 Lijia Jiang , Fei Gao , Yu-xin Liu

This paper is a survey of various results and techniques in first passage percolation, a random process modeling a spreading fluid on an infinite graph. The latter half of the paper focuses on the connection between first passage…

Probability · Mathematics 2010-05-06 Nathaniel D. Blair-Stahn

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…

Statistical Mechanics · Physics 2025-06-19 Pascal Grange , Linglong Yuan

We analyze phase transitions in the conditional entropy of a sequence caused by a change in the conditional variables. Such transitions happen, for example, when training to learn the parameters of a system, since the transition from the…

Information Theory · Computer Science 2021-01-07 Kang Gao , Bertrand Hochwald

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…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point $x_1$ of a particle which…

Statistical Mechanics · Physics 2011-07-19 Theodore W. Burkhardt

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

Statistical Mechanics · Physics 2025-12-09 Yonathan Sarmiento , Benjamin Walter , Debraj Das , Samvit Mahapatra , Édgar Roldán , Rosemary J. Harris

Many problems in finance require the information on the first passage time (FPT) of a stochastic process. Mathematically, such problems are often reduced to the evaluation of the probability density of the time for such a process to cross a…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Di Zhang , Roderick V. N. Melnik