Related papers: First passage time for Slepian process with linear…

An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for…

Often sharp changes in cellular behavior are triggered by thresholded events, i.e., by the attainment of a threshold value of a relevant cellular or molecular dynamical variable. Since the governing variable itself typically undergoes noisy…

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…

For a L\'evy process on the real line, we provide complete criteria for the finiteness of exponential moments of the first passage time into the interval $(r,\infty)$, the sojourn time in the interval $(-\infty,r]$, and the last exit time…

We provide an analytic solution to the first-passage time (FPT) problem of a piecewise-smooth stochastic model, namely Brownian motion with dry friction, using two different but closely related approaches which are based on eigenfunction…

The first passage probability (FPP), of trafficked intracellular particles reaching a displacement L, in a given time t or inverse velocity S = t/L, can be calculated robustly from measured particle tracks, and gives a measure of particle…

We state an exact simulation scheme for the first passage time of a Brownian motion to a symmetric linear boundary.

We derive an analytical expression for the transition path time (TPT) distribution for a one-dimensional particle crossing a parabolic barrier. The solution is expressed in terms of the eigenfunctions and eigenvalues of the associated…

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…

The first passage time (FPT) is a generic measure that quantifies when a random quantity reaches a specific state. We consider the FTP distribution in nonlinear stochastic biochemical networks, where obtaining exact solutions of the…

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 provide exact results for the mean and variance of first-passage times (FPTs) of making a directed revolution in the presence of a bias in heterogeneous quenched environments where the disorder is expressed by random traps on a ring with…

In the First Part of this paper [that was submitted for pub. in 1991 and appeared in print in Phys. Reports 214 (1992) 339] we critically review the main theoretical definitions and calculations of the sub-barrier tunnelling and reflection…

Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…

We investigate the first passage statistics of active continuous time random walks with Poissonian waiting time distribution on a one dimensional infinite lattice and a two dimensional infinite square lattice. We study the small and large…

First passage time (FPT) is the time a particle, subject to some stochastic process, hits or crosses a closed surface for the very first time. $\tau$-leaping methods are a class of stochastic algorithms in which, instead of simulating every…

We study the thermal escape problem in the moderate-to-high and high damping regime of a system with a parabolic barrier. We present a formula that matches our numerical results accounting for finite barrier effects, and compare it with…

Given a Brownian path $\beta(t)$ on $\mathbb{R}$, starting at $1$, a.s. there is a singular time set $T_{\beta}$, such that the first hitting time of $\beta$ by an independent Brownian motion, starting at $0$, is in $T_{\beta}$ with…

For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the…

The mean first-passage time (MFPT) for a Brownian particle to surmount a potential barrier of height $\Delta U$ is a fundamental quantity governing a wide array of physical and chemical processes. According to the Arrhenius Law, the MFPT…