Related papers: Precise large deviations of the first passage time
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…
We investigate a tight binding quantum walk on a graph. Repeated stroboscopic measurements of the position of the particle yield a measured "trajectory", and a combination of classical and quantum mechanical properties for the walk are…
The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…
Let {S_n, n=0,1,2,...} be a random walk generated by a sequence of i.i.d. random variables X_1, X_2,... and let tau be the first descending ladder epoch. Assuming that the distribution of X_1 belongs to the domain of attraction of an…
We study Bernoulli first-passage percolation (FPP) on the triangular lattice $\mathbb{T}$ in which sites have 0 and 1 passage times with probability $p$ and $1-p$, respectively. Denote by $\mathcal {C}_{\infty}$ the infinite cluster with…
Consider $N$ points randomly distributed along a line segment of unitary length. A walker explores this disordered medium moving according to a partially self-avoiding deterministic walk. The walker, with memory $\mu$, leaves from the…
First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…
The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
We study the extreme value statistics of a run and tumble particle (RTP) in one dimension till its first passage to the origin starting from the position $x_0~(>0)$. This model has recently drawn a lot of interest due to its biological…
In this paper we analyze a method for approximating the first-passage time density and the corresponding distribution function for a CIR process. This approximation is obtained by truncating a series expansion involving the generalized…
We consider first-passage percolation on the two-dimensional triangular lattice $\mathcal{T}$. Each site $v\in\mathcal{T}$ is assigned independently a passage time of either $0$ or $1$ with probability $1/2$. Denote by $B^+(0,n)$ the upper…
We study a first passage time of a L\'evy process over a positive constant level. In the spectrally negative case we give conditions for absolutely continuity of the distributions of the first passage times. The tail asymptotics of their…
In 1999, Zhang proved that, for first passage percolation on the square lattice $\mathbb{Z}^2$ with i.i.d. non-negative edge weights, if the probability that the passage time distribution of an edge $P(t_e = 0) =1/2 $, the critical value…
We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…
We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…
A simple lemma bounds $\mathrm{s.d.}(T)/\mathbb{E} T$ for hitting times $T$ in Markov chains with a certain strong monotonicity property. We show how this lemma may be applied to several increasing set-valued processes. Our main result…
For first passage percolation (FPP) on Euclidean lattices $\mathbb{Z}^d$ with $d\ge 2$, it is expected that the variance of the first passage time between two points grows sublinearly in the distance with a universal exponent strictly…
Suppose that $\{S_n,\ n\geq0\}$ is an asymptotically stable random walk. Let $g$ be a positive function and $T_g$ be the first time when $S_n$ leaves $[-g(n),\infty)$. In this paper we study asymptotic behaviour of $T_g$. We provide…