Related papers: Extreme first passage times for random walks on ne…
We study analytically an intermittent search process in one dimension. There is an immobile target at the origin and a searcher undergoes a discrete time jump process starting at $x_0\geq0$, where successive jumps are drawn independently…
Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…
The problem of how to estimate diffusion on a graph effectively is of importance both theoretically and practically. In this paper, we make use of two widely studied indices, geodesic distance and mean first-passage time ($MFPT$) for random…
Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…
Random walks on discrete lattices are fundamental models that form the basis for our understanding of transport and diffusion processes. For a single random walker on complex networks, many properties such as the mean first passage time and…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
A vast variety of real-life networks display the ubiquitous presence of scale-free phenomenon and small-world effect, both of which play a significant role in the dynamical processes running on networks. Although various dynamical processes…
The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…
We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…
We consider a continuous-time random walk model with finite-mean waiting-times and we study the mean first-passage time (MFPT) as estimated by an observer in a reference frame $\mathcal{S}$, that is co-moving with a target, and by an…
We consider a discrete-time Markovian random walk with resets on a connected undirected network. The resets, in which the walker is relocated to randomly chosen nodes, are governed by an independent discrete-time renewal process. Some nodes…
Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…
We study the problem of searching for a fixed path $\epsilon_0\epsilon_1\cdots\epsilon_l$ on a network through random walks. We analyze the first hitting time of tracking the path, and obtain exact expression of mean first hitting time…
We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…
One of the challenges in fighting cybercrime is to understand the dynamics of message propagation on botnets, networks of infected computers used to send viruses, unsolicited commercial emails (SPAM) or denial of service attacks. We map…
The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a…
For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…
We present analytical results for the distribution of first hitting times of random walks (RWs) on random regular graphs (RRGs) of degree $c \ge 3$ and a finite size $N$. Starting from a random initial node at time $t=1$, at each time step…
The exact mean time between encounters of a given particle in a system consisting of many particles undergoing random walks in discrete time is calculated, on both regular and complex networks. Analytical results are obtained both for…
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…