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We consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

Statistical Mechanics · Physics 2009-11-10 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

We determine the survival probability and first-passage time (FPT) to capture for a harmonically trapped particle, diffusing outside an absorbing spherical boundary by directly solving the differential equation for the survival probability.…

Mathematical Physics · Physics 2025-06-18 Tianyu Yuan , Ivan Surovtsev , Megan C. King , Simon G. J. Mochrie

The theorem of Dekking and Host regarding tightness around the mean of first passage percolation on the binary tree, from the root to a boundary of a ball, is generalized to a class of graphs which includes all lattices in hyperbolic spaces…

Probability · Mathematics 2010-11-15 Itai Benjamini , Ofer Zeitouni

We study percolation problems of overlapping objects where the underlying geometry is such that in D-dimensions, a subset of the directions has a lattice structure, while the remaining directions have a continuum structure. The resulting…

Statistical Mechanics · Physics 2025-01-13 Jasna C. K , V. Krishnadev , V. Sasidevan

In $H$-percolation, we start with an Erd\H{o}s--R\'enyi graph ${\mathcal G}_{n,p}$ and then iteratively add edges that complete copies of $H$. The process percolates if all edges missing from ${\mathcal G}_{n,p}$ are eventually added. We…

Combinatorics · Mathematics 2025-11-18 Zsolt Bartha , Brett Kolesnik , Gal Kronenberg

In first-passage percolation (FPP), one assigns i.i.d.~weights to the edges of the cubic lattice $\mathbb{Z}^d$ and analyzes the induced weighted graph metric. If $T(x,y)$ is the distance between vertices $x$ and $y$, then a primary…

Probability · Mathematics 2019-06-19 Michael Damron , Jack Hanson , Christian Houdré , Chen Xu

We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias…

Statistical Mechanics · Physics 2007-05-23 Govindan Rangarajan , Mingzhou Ding

We consider the standard first passage percolation model in $\mathbb{Z}^d$ for $d\geq 2$. We are interested in two quantities, the maximal flow $\tau$ between the lower half and the upper half of the box, and the maximal flow $\phi$ between…

Probability · Mathematics 2009-07-03 Raphaël Rossignol , Marie Théret

We consider the directed first passage percolation model on ${\bf Z}^2$. In this model, we assign independently to each edge $e$ a passage time $t(e)$ with a common distribution $F$. We denote by $\vec{T}({\bf 0}, (r,\theta))$ the passage…

Probability · Mathematics 2008-03-10 Yu Zhang

We propose two methods for computing the large deviations of the first-passage-time statistics in general open quantum systems. The first method determines the region of convergence of the joint Laplace transform and the $z$-transform of…

Statistical Mechanics · Physics 2026-02-25 Fei Liu , Jiayin Gu

Porous media are often modelled as systems of overlapping obstacles, which leads to the problem of two percolation thresholds in such systems, one for the porous matrix and the other one for the void space. Here we investigate these…

Statistical Mechanics · Physics 2016-06-28 Zbigniew Koza , Grzegorz Kondrat , Karol Suszczyński

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…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

We study the percolative properties of random interlacements on the product of G with the integer line Z, when G is a weighted graph satisfying certain sub-Gaussian estimates attached to the parameters alpha > 1, measuring the volume growth…

Probability · Mathematics 2017-07-12 Alain-Sol Sznitman

The Euclidean first-passage percolation model of Howard and Newman is a rotationally invariant percolation model built on a Poisson point process. It is known that the passage time between 0 and $ne_1$ obeys a diffusive upper bound:…

Probability · Mathematics 2020-09-14 Megan Bernstein , Michael Damron , Torin Greenwood

We consider the model of i.i.d. first passage percolation on $\mathbb{Z}^d$ : we associate with each edge $e$ of the graph a passage time $t(e)$ taking values in $[0,+\infty]$, such that $\mathbb{P}[t(e)<+\infty] >p_c(d)$. Equivalently, we…

Probability · Mathematics 2014-11-21 Raphaël Cerf , Marie Théret

Let $\{\eta_{N, v}: v\in V_N\}$ be a discrete Gaussian free field in a two-dimensional box $V_N$ of side length $N$ with Dirichlet boundary conditions. We study the Liouville first passage percolation, i.e., the shortest path metric where…

Probability · Mathematics 2016-06-07 Jian Ding , Subhajit Goswami

A region of two-dimensional space has been filled randomly with large number of growing circular discs allowing only a `slight' overlapping among them just before their growth stop. More specifically, each disc grows from a nucleation…

Disordered Systems and Neural Networks · Physics 2014-03-11 Abhijit Chakraborty , S. S. Manna

We consider the Bernoulli first-passage percolation on $\mathbb Z^d (d\ge 2)$. That is, the edge passage time is taken independently to be 1 with probability $1-p$ and 0 otherwise. Let ${\mu(p)}$ be the time constant. We prove in this paper…

Probability · Mathematics 2008-07-13 Xian-Yuan Wu , Ping Feng

We develop the theory of the $W$ and $Z$ scale functions for right-continuous (upwards skip-free) discrete-time discrete-space random walks, along the lines of the analogue theory for spectrally negative L\'evy processes. Notably, we…

Probability · Mathematics 2018-04-17 Florin Avram , Matija Vidmar

As a first step in the first passage problem for passive tracer in stratified porous media, we consider the case of a two-dimensional system consisting of two layers with different convection velocities. Using a lattice generating function…

Condensed Matter · Physics 2009-10-22 Jysoo Lee , Joel Koplik