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Related papers: First passage properties in a crowded environment

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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…

Statistical Mechanics · Physics 2023-09-27 Aanjaneya Kumar , Yuval Scher , Shlomi Reuveni , M. S. Santhanam

We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…

Statistical Mechanics · Physics 2013-05-06 T. G. Mattos , C. Mejía-Monasterio , R. Metzler , G. Oshanin , G. Schehr

Living systems at the sub-cellular, cellular, and multi-cellular level are often crowded systems that contain active particles. The active motion of these particles can also propel passive particles, which typically results in enhanced…

Soft Condensed Matter · Physics 2021-05-12 Leila Abbaspour , Stefan Klumpp

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Michael Backenköhler , Luca Bortolussi , Verena Wolf

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. Antal , S. Redner

We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , V. Tejedor , O. Benichou

Relaxation modes are the collective modes in which all probability deviations from equilibrium states decay with the same relaxation rates. In contrast, a first passage time is the required time for arriving for the first time from one…

Atomic and Molecular Clusters · Physics 2019-10-23 Teruaki Okushima , Tomoaki Niiyama , Kensuke S. Ikeda , Yasushi Shimizu

In this paper, we consider a homogeneous Markov process \xi(t;\omega) on an ultrametric space Q_p, with distribution density f(x,t), x in Q_p, t in R_+, satisfying the ultrametric diffusion equation df(x,t)/dt =-Df(x,t). We construct and…

Mathematical Physics · Physics 2009-11-13 V. A. Avetisov , A. Kh. Bikulov , A. P. Zubarev

In the classic model of first passage percolation, for pairs of vertices separated by a Euclidean distance $L$, geodesics exhibit deviations from their mean length $L$ that are of order $L^\chi$, while the transversal fluctuations, known as…

Statistical Mechanics · Physics 2019-11-14 Alexander P. Kartun-Giles , Marc Barthelemy , Carl P. Dettmann

We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can…

Statistical Mechanics · Physics 2017-02-01 Aljaz Godec , Ralf Metzler

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

We study the transport of many partially distinguishable and possibly interacting particles under the action of repeated projective measurements on a target space and investigate how the particles' interference affects the mean first…

Quantum Physics · Physics 2023-05-10 Christoph Dittel , Niklas Neubrand , Felix Thiel , Andreas Buchleitner

We study the efficiency of a two-channel reaction between two walkers on a finite one-dimensional periodic lattice. The walkers perform a combination of synchronous and asynchronous jumps on the lattice and react instantaneously when they…

Statistical Mechanics · Physics 2007-05-23 E. Abad

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…

Statistical Mechanics · Physics 2025-01-13 Lucianno Defaveri , Eli Barkai

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

Probability · Mathematics 2020-03-13 Sean D Lawley

Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…

Probability · Mathematics 2016-01-22 Samuel Herrmann , Etienne Tanré

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by…

Probability · Mathematics 2025-04-25 Conrado da Costa , Mikhail Menshikov , Andrew Wade

The statistics of first-passage times of random walks to target sites has proved to play a key role in determining the kinetics of space exploration in various contexts. In parallel, the number of distinct sites visited by a random walker…

Statistical Mechanics · Physics 2022-03-23 J. Klinger , A. Barbier-Chebbah , R. Voituriez , O. Bénichou

Given a discrete-time non-lattice supercritical branching random walk in $\mathbb{R}^d$, we investigate its first passage time to a shifted unit ball of a distance $x$ from the origin, conditioned upon survival. We provide precise…

Probability · Mathematics 2026-04-10 Jose Blanchet , Zhenyuan Zhang
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