Related papers: First-Passage Duality
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
In this paper we derive the density $\varphi$ of the first time $T$ that a continuous martingale $M$ with non-random quadratic variation $<M>_\cdot:=\int_0^\cdot h^2(u)du$ hits a moving boundary $f$ which is twice continuously…
We consider particles emanating from a source point inside an interval in one-dimensional space and passing through detectors situated at the endpoints of the interval that register their arrival time. Unambiguous measurements of arrival or…
We study a version of first passage percolation on $\mathbb{Z}^d$ where the random passage times on the edges are replaced by contact times represented by random closed sets on $\mathbb{R}$. Similarly to the contact process without…
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…
This paper concerns the first passage times of Bessel processes to a point on the positive real line. We are interested in the case when the process starts at a position on its right and compute the densities of the distributions of the…
We investigate the first-passage properties of nearest-neighbor hopping on a finite interval with disordered hopping rates. We develop an approach that relies on the backward equation, in conjunction with probability generating functions,…
We consider a particle diffusing outside a compact planar set and investigate its boundary local time $\ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is…
We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…
We study a system of two distant quantum emitters coupled via a one-dimensional waveguide where the electromagnetic field has a direction-dependent velocity. As a consequence, the onset of collective emission is non-simultaneous and, for…
The first passage search of a diffusing target (prey) by multiple searchers (predators) in confinement is an important problem in the stochastic process literature. While the analogous problem in open space has been studied in some details,…
We identify the characteristic times of the evolution of a quantum wave generated by a point source with a sharp onset in an absorbing medium. The "traversal'' or "B\"uttiker-Landauer'' time (which grows linearly with the distance to the…
For the special case of freely evolving Dirac electrons in $1 + 1$ dimensions, Feynman checkerboard paths have previously been used to derive Wigner's arrival-time distribution which includes all arrivals. Here, an attempt is made to use…
Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…
Measurements of spatial diffusion of cold atoms in optical lattices have revealed anomalous super-diffusion, which is controlled by the depth of the optical lattice. We use first passage time statistics to derive the diffusion front of the…
Many physical, chemical, and biological systems depend on the first passage time (FPT) of a diffusive searcher to a target. Typically, this FPT is much slower than the characteristic diffusion timescale. For example, this is the case if 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…
Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…
We study the Brownian motion of a particle in a bounded circular 2-dimensional domain, in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional…
We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…