Related papers: Deviation bounds for the first passage time in the…
First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…
Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…
We consider driven many-particle models which have a phase transition between an active and an absorbing phase. Like previously studied models, we have particle conservation, but here we introduce an additional symmetry - when two particles…
We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
A discrete implementation on a lattice of the Active Walker Model is presented. After the model's validity is shown in simple simulations, more complex simulations of walkers passing consecutively a lattice from an arbitrary starting point…
We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.
The purpose of this article is to compute the expected first exit times of Brownian motion from a variety of domains in the Euclidean plane and in the hyperbolic plane.
Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…
For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…
In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…
Experiments have shown that self-propelled particles can slide along the surface of a circular obstacle without becoming trapped over long times. Using simulations and theory, we study the impact of boundary conditions on the diffusive…
Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…
The global first passage time density of a network is the probability that a random walker released at a random site arrives at an absorbing trap at time T. We find simple expressions for the mean global first passage time <T> for five…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
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…
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,…
Cellular differentiation and evolution are stochastic processes that can involve multiple types (or states) of particles moving on a complex, high-dimensional state-space or "fitness" landscape. Cells of each specific type can thus be…