Related papers: Universal Formula for Extreme First Passage Statis…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
We consider first-passage percolation (FPP) on the triangular lattice with vertex weights $(t_v)$ whose common distribution function $F$ satisfies $F(0)=1/2$. This is known as the critical case of FPP because large (critical) zero-weight…
We study here the escape time for the fastest diffusing particle from the boundary of an interval with point-sink killing sources. Killing represents a degradation that leads to the probabilistic removal of the moving Brownian particles. We…
The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…
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…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…
Diffusion with an incorporated resetting mechanism provides a reference framework for modeling a wide range of natural phenomena. Within this framework, the optimal resetting rate is a key quantity that arises from the optimization of the…
In order to describe or estimate different quantities related to a specific random variable, it is of prime interest to numerically generate such a variate. In specific situations, the exact generation of random variables might be either…
In this paper, we consider a homogeneous Markov process \xi(t;\omega) on an ultrametric space Q_p, with distribution density f(x,t), x in Q_p, t in R_+, satisfying the ultrametric diffusion equation df(x,t)/dt =-Df(x,t). We construct and…
The explicit determinations of the mean first-passage time (MFPT) for trapping problem are limited to some simple structure, e.g., regular lattices and regular geometrical fractals, and determining MFPT for random walks on other media,…
Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries. This quantity depends on the joint density of the first passage time of the first…
Relatively general techniques for computing mean first-passage time (MFPT) of random walks on networks with a specific property are very useful, since a universal method for calculating MFPT on general graphs is not available because of…
Finding a target in a complex environment is a fundamental challenge in nature, from chemical reactions to sperm reaching an egg. An effective strategy to reduce the time needed to reach a target is to deploy many searchers, increasing the…
We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
We demonstrate that the source to target mean first passage time (MFPT) is approximately given by the potential difference of an electrostatic problem which shows that the MFPT scales like the resistance between the target and a distant…
A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…
A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…
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…