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First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…

Statistical Mechanics · Physics 2025-08-05 Tommer D. Keidar , Shlomi Reuveni

First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…

Quantum Physics · Physics 2025-11-06 Guido Ladenburger , Finn Schmolke , Eric Lutz

A fluctuation theorem is examined for the first-passage time of a biomolecular machine (e.g., a motor protein or an enzyme) in a nonequilibrium steady-state. For such machines in which the driven, observable process is coupled to a hidden…

Biological Physics · Physics 2025-09-15 D. Evan Piephoff , Jianshu Cao

We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…

Statistical Mechanics · Physics 2007-05-23 Aldo H. Romero , J. M. Sancho , Katja Lindenberg

We study the Coulomb blockade in a chaotic quantum dot connected to a lead by a single channel at nearly perfect transmission. We take into account quantum fluctuations of the dot charge and a finite level spacing for electron states within…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 I. L. Aleiner , L. I. Glazman

We study the charge transfer in a small grain oscillating between two leads. Coulomb blockade restricts the charge fluctuations in such a way that only zero or one additional electrons can sit on the grain. The system thus acts as a charge…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 F. Pistolesi

We introduce a perturbative method to calculate all moments of the first-passage time distribution in stochastic one-dimensional processes which are subject to both white and coloured noise. This class of non-Markovian processes is at the…

Statistical Mechanics · Physics 2021-02-12 Benjamin Walter , Gunnar Pruessner , Guillaume Salbreux

We show that charge fluctuation processes are crucial for the nonlinear heat conductance through an interacting nanostructure, even far from a resonance. We illustrate this for an Anderson quantum dot accounting for the first two leading…

Mesoscale and Nanoscale Physics · Physics 2015-06-03 Niklas M. Gergs , Christoph B. M. Hörig , Maarten R. Wegewijs , Dirk Schuricht

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…

Statistical Mechanics · Physics 2017-10-30 Todd R. Gingrich , Jordan M. Horowitz

We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Jun-ichi Inoue , Naoya Sazuka

First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

Statistical Mechanics · Physics 2023-02-01 Yuta Sakamoto , Takahiro Sakaue

Understanding excitation and charge transfer in disordered media is a significant challenge in chemistry, biophysics and material science. We study two experimentally-relevant measures for carriers transfer in finite-size chains, the…

Mesoscale and Nanoscale Physics · Physics 2018-09-18 Na'im Kalantar , Dvira Segal

We consider sample to sample fluctuations of the waiting time between the detection of two consecutive electrons in quasi-one-dimensional disordered conductors at zero temperature. We compute the full distribution of the mean waiting time…

Mesoscale and Nanoscale Physics · Physics 2024-07-24 Ferdinand Schulz , Mathias Albert

In quantum transport through nanoscale devices, fluctuations arise from various sources: the discreteness of charge carriers, the statistical non-equilibrium that is required for device operation, and unavoidable quantum uncertainty. As…

Mesoscale and Nanoscale Physics · Physics 2019-09-04 Samuel L. Rudge , Daniel S. Kosov

Coulomb blockade phenomena and quantum fluctuations are studied in mesoscopic metallic tunnel junctions with high charging energies. If the resistance of the barriers is large compared to the quantum resistance, transport can be described…

Condensed Matter · Physics 2009-10-22 Herbert Schoeller , Gerd Schoen

The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…

Statistical Mechanics · Physics 2016-09-26 Aljaz Godec , Ralf Metzler

Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Statistical Mechanics · Physics 2017-03-29 Juan P. Garrahan

Insight into a number of interesting questions in cosmology can be obtained from the first crossing distributions of physically motivated barriers by random walks with correlated steps. We write the first crossing distribution as a formal…

Cosmology and Nongalactic Astrophysics · Physics 2014-07-09 Marcello Musso , Ravi K. Sheth

We consider the problem of estimating the mean entropy production rate in a nonequilibrium process from the measurements of first-passage quantities associated with a single current. For first-passage processes with large thresholds, Refs.…

Statistical Mechanics · Physics 2025-06-05 Izaak Neri