Related papers: First hitting times to intermittent targets
Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…
We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…
We generalize the notion of strong stationary time and we give a representation formula for the hitting time to a target set in the general case of non-reversible Markov processes.
We study here the extreme statistics of Brownian particles escaping from a cusp funnel: the fastest Brownian particles among $n$ follow an ensemble of optimal trajectories located near the shortest path from the source to the target. For…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
We consider the first-crossing-time problem through a constant boundary for a Wiener process perturbed by random jumps driven by a counting process. On the base of a sample-path analysis of the jump-diffusion process we obtain explicit…
In this paper we extend the encounter-based model of diffusion-mediated surface absorption to the case of an unbiased run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ and switching between two constant velocity states…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
In this paper we consider a multiparticle version of a recent probabilistic framework for studying diffusion-mediated surface reactions. The basic idea of the probabilistic approach is to consider the joint probability density or…
We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…
We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…
A random search of a partially absorbing target by a run-and-tumble particle in a confined one-dimensional space is investigated. We analytically obtain the mean searching time, which shows a non-monotonic behavior as a function of the…