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We consider the bilocal conductivity tensor, the two-probe conductance and its fluctuations for a disordered phase-coherent two-dimensional system of non-interacting electrons in the presence of a magnetic field, including correctly the…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Shanhui Xiong , N. Read , A. Douglas Stone

We study a natural growth process with competition, which was recently introduced to analyze MDLA, a challenging model for the growth of an aggregate by diffusing particles. The growth process consists of two first-passage percolation…

Probability · Mathematics 2020-12-08 Elisabetta Candellero , Alexandre Stauffer

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

We consider the multi-time correlation and covariance structure of a random surface growth with a wall introduced in arXiv:0904.2607. It is shown that the correlation functions associated with the model along space-like paths have…

Probability · Mathematics 2022-03-31 Zhengye Zhou

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

A wide variety of methods have been used to compute percolation thresholds. In lattice percolation, the most powerful of these methods consists of microcanonical simulations using the union-find algorithm to efficiently determine the…

Statistical Mechanics · Physics 2012-12-11 Stephan Mertens , Cristopher Moore

Under the effect of strong genetic drift, it is highly probable to observe gene fixation or gene loss in a population, shown by infinite peaks on a coherently constructed potential energy landscape. It is then important to ask what such…

Populations and Evolution · Quantitative Biology 2015-06-15 Song Xu , Shuyun Jiao , Pengyao Jiang , Ping Ao

We study analytically the correlations between the positions of tagged particles in the random average process, an interacting particle system in one dimension. We show that in the steady state the mean squared auto-fluctuation of a tracer…

Statistical Mechanics · Physics 2009-11-07 R. Rajesh , Satya N. Majumdar

For transport processes in geometrically restricted domains, the mean first-passage time (MFPT) admits a general scaling dependence on space parameters for diffusion, anomalous diffusion, and diffusion in disordered or fractal media. For…

Statistical Mechanics · Physics 2015-06-05 Eric Akkermans , Olivier Benichou , Gerald Dunne , Alexander Teplyaev , Raphael Voituriez

First-passage percolation is the study of the metric space $(\mathbb{Z}^d,T)$, where $T$ is a random metric defined as the weighted graph metric using random edge-weights $(t_e)_{e\in \mathcal{E}^d}$ assigned to the nearest-neighbor edges…

Probability · Mathematics 2016-10-11 Michael Damron , Pengfei Tang

Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…

Statistical Mechanics · Physics 2009-10-02 Ingo Lohmar , Joachim Krug

We consider the first passage percolation model in Z2 with a distribution F for 0 < F (0) < pc. In this paper, we solve the height problem.

Probability · Mathematics 2021-03-03 Yu Zhang

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…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

We introduce and study derivatives in first-passage percolation with edge weights given by i.i.d. random variables supported on ${a,b}$. We show that the variance of the passage time can be expressed in terms of these derivatives. We…

Probability · Mathematics 2026-05-14 Ivan Matic , Rados Radoicic , Dan Stefanica

We develop a method based on martingales to study first-passage problems of time-additive observables exiting an interval of finite width in a Markov process. In the limit that the interval width is large, we derive generic expressions for…

Statistical Mechanics · Physics 2025-05-14 Izaak Neri

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…

Probability · Mathematics 2019-06-17 Alessia Civallero , Cristina Zucca

The $n$-dimensional binary hypercube is the graph whose vertices are the binary $n$-tuples $\{0, 1\}^n$ and where two vertices are connected by an edge if they differ at exactly one coordinate. We prove that if the edges are assigned…

Probability · Mathematics 2014-06-06 Anders Martinsson

Liouville first passage percolation (LFPP) with parameter $\xi > 0$ is the family of random distance functions (metrics) $(D_h^{\epsilon})_{\epsilon > 0}$ on $\mathbb{C}$ obtained heuristically by integrating $e^{\xi h}$ along paths, where…

Probability · Mathematics 2024-01-17 Charles Devlin VI

We study diffusion with a bias towards a target node in networks. This problem is relevant to efficient routing strategies in emerging communication networks like optical networks. Bias is represented by a probability $p$ of the…

Physics and Society · Physics 2013-08-05 Loukas Skarpalezos , Aristotelis Kittas , Panos Argyrakis , Reuven Cohen , Shlomo Havlin

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello
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