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This paper briefly presents an order statistic approach to the time distribution of the first detected event after a primary avalanche breakdown from a mixture of correlated and dark counting processes. The well-known order statistic…

Instrumentation and Detectors · Physics 2025-11-07 Sergey Vinogradov

We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…

Statistical Mechanics · Physics 2010-07-08 S. I. Denisov , E. S. Denisova , H. Kantz

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…

Statistical Mechanics · Physics 2018-12-17 Mucong Ding , Kwok Yip Szeto

It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear…

Probability · Mathematics 2019-12-30 Włodzimierz Bryc , Yizao Wang

We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…

Mathematical Physics · Physics 2007-05-23 Paul Federbush

A kicking sequence of the atom optics kicked rotor at quantum resonance can be interpreted as a quantum random walk in momentum space. We show how to steer such a random walk by applying a random sequence of intensities and phases of the…

We consider a version of random motion of hard core particles on the semi-lattice $ 1, 2, 3,...$, where in each time instant one of three possible events occurs, viz., (a) a randomly chosen particle hops to a free neighboring site, (b) a…

Disordered Systems and Neural Networks · Physics 2008-01-03 J. W. van de Leur , A. Yu. Orlov

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…

Statistical Mechanics · Physics 2018-03-21 Olga Klimenkova , Anton Menshutin , Lev N. Shchur

We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…

Statistical Mechanics · Physics 2023-06-29 David S. Dean , Satya N. Majumdar , Gregory Schehr

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

Statistical Mechanics · Physics 2025-12-09 Yonathan Sarmiento , Benjamin Walter , Debraj Das , Samvit Mahapatra , Édgar Roldán , Rosemary J. Harris

Two-particle scattering probabilities in tunneling scenarios with exchange interaction are analyzed with quasi-particle wave packets. Two initial one-particle wave packets (with opposite central momentums) are spatially localized at each…

Quantum Physics · Physics 2015-06-03 D. Marian , E. Colomés , X. Oriols

We provide a complete and exact quantum description of coherent light scattering in a one-dimensional multi-mode transmission line coupled to a two-level emitter. Using recently developed scattering approach we discuss transmission…

Quantum Physics · Physics 2015-07-07 Mikhail Pletyukhov , Vladimir Gritsev

We consider a new model of a branching random walk on a multidimensional lattice with continuous time and one source of particle reproduction and death, as well as an infinite number of sources in which, in addition to the walk, only…

Probability · Mathematics 2023-02-14 E. Filichkina , E. Yarovaya

We consider the distribution of free path lengths, or the distance between consecutive bounces of random particles, in an n-dimensional rectangular box. If each particle travels a distance R, then, as R tends to infinity the free path…

Dynamical Systems · Mathematics 2018-11-14 Samuel Holmin , Pär Kurlberg , Daniel Månsson

We consider a system of independent one-dimensional random walkers where new particles are added at the origin at fixed rate whenever there is no older particle present at the origin. A Poisson ansatz leads to a semi-linear lattice heat…

Probability · Mathematics 2015-09-14 Matthias Birkner , Rongfeng Sun

We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the…

Statistical Mechanics · Physics 2007-05-23 MirFaez Miri , Zeinab Sadjadi , M. Ebrahim Fouladvand

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

Let $(G,\mu)$ be a uniformly elliptic random conductance graph on $\mathbb{Z}^d$ with a Poisson point process of particles at time $t=0$ that perform independent simple random walks. We show that inside a cube $Q_K$ of side length $K$, if…

Probability · Mathematics 2019-04-02 Peter Gracar , Alexandre Stauffer

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri