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The control and risk assessment in complex information systems require to take into account extremes arising from nodes with large node degrees. Various sampling techniques like a Page Rank random walk, a Metropolis-Hastings Markov chain…

Statistics Theory · Mathematics 2015-02-18 Natalia Markovich

We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and L\'evy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back…

Statistical Mechanics · Physics 2022-06-22 Alejandro P. Riascos , Denis Boyer , José L. Mateos

First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…

Statistical Mechanics · Physics 2026-04-06 Maria R. D'Orsogna , Alan E. Lindsay , Thomas Hillen

We investigate the translocation of a single stranded DNA through a pore which fluctuates between two conformations, using coupled master equations. The probability density function of the first passage times (FPT) of the translocation…

Statistical Mechanics · Physics 2007-05-23 O. Flomenbom , J. Klafter

Many biological processes involve one dimensional diffusion over a correlated inhomogeneous energy landscape with a correlation length $\xi_c$. Typical examples are specific protein target location on DNA, nucleosome repositioning, or DNA…

Biomolecules · Quantitative Biology 2007-05-23 Michael Slutsky , Mehran Kardar , Leonid A. Mirny

We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in $\mathbb{R}^d$ where $d\geq 1$. The FPT refers to the first time the BRW enters a ball…

Probability · Mathematics 2025-08-21 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

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

Previous work shows that the mean first-passage time (MFPT) for random walks to a given hub node (node with maximum degree) in uncorrelated random scale-free networks is closely related to the exponent $\gamma$ of power-law degree…

Statistical Mechanics · Physics 2010-11-12 Zhongzhi Zhang , Shuyang Gao , Wenlei Xie

The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…

Statistical Mechanics · Physics 2022-11-09 V. V. Ryazanov

How much time does it take for a fluctuating system, such as a polymer chain, to reach a target configuration that is rarely visited -- typically because of a high energy cost ? This question generally amounts to the determination of the…

Statistical Mechanics · Physics 2020-03-18 Nicolas Levernier , Olivier Bénichou , Raphaël Voituriez , Thomas Guérin

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…

Statistical Mechanics · Physics 2015-03-03 Srividya Iyer-Biswas , Anton Zilman

Random walks process on networks plays a fundamental role in understanding the importance of nodes and the similarity of them, which has been widely applied in PageRank, information retrieval, and community detection, etc. Individual's…

Physics and Society · Physics 2021-01-13 Bing Wang , Hongjuan Zeng , Yuexing Han

The first return time (FRT) is the time it takes a random walker to first return to its original site, and the global first passage time (GFPT) is the first passage time for a random walker to move from a randomly selected site to a given…

Statistical Mechanics · Physics 2018-09-10 Junhao Peng , Guoai Xu , Renxiang Shao , Lin Chen , H. Eugene Stanley

Interesting theoretical problems of target search or threshold crossing, formally known as {\it first passage}, often arise in both diffusive transport problems as well as problems of chemical reaction kinetics. We study three systems…

Statistical Mechanics · Physics 2025-10-22 Hillol Kumar Barman , Pathik Das , Syed Yunus Ali

The speed of an exhaustive search can be measured by a cover time, which is defined as the time it takes a random searcher to visit every state in some target set. Cover times have been studied in both the physics and probability…

Statistical Mechanics · Physics 2024-07-11 Hyunjoong Kim , Sean D Lawley

Recent works have explored the properties of L\'evy flights with resetting in one-dimensional domains and have reported the existence of phase transitions in the phase space of parameters which minimizes the Mean First Passage Time (MFPT)…

Statistical Mechanics · Physics 2016-01-20 Daniel Campos , Vicenç Méndez

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

In this paper, we consider the random walk process on a kind of fractal (or transfractal) scale free networks, which also called as $(u,v)$ flowers, and we focus on the global first passage time (GFPT) and first return time (FRT). Here, we…

Statistical Mechanics · Physics 2016-10-27 Junhao Peng

In this paper, we propose a general framework for the trapping problem on a weighted network with a perfect trap fixed at an arbitrary node. By utilizing the spectral graph theory, we provide an exact formula for mean first-passage time…

Statistical Mechanics · Physics 2013-07-04 Yuan Lin , Zhongzhi Zhang
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