Related papers: Physics of free climbing
The scope of this paper is to study the optimal stopping problems associated to a stochastic process, which may represent the gain of an investment, for which information on the final value is available a priori. This information may…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
Many stochastic physical systems evolve smoothly over time in the sense that the distribution of states changes regularly across time steps. The transition from current state to the next state can often be modeled as the combination of a…
In this paper, we investigate random walks in a family of small-world trees having an exponential degree distribution. First, we address a trapping problem, that is, a particular case of random walks with an immobile trap located at the…
Suppose we are given the free product $V$ of a finite family of finite or countable sets $(V_i)_{i\in\mathcal{I}}$ and probability measures on each $V_i$, which govern random walks on it. We consider a transient random walk on the free…
Our paper illustrates how the theory of Lie systems allows recovering known results and provide new examples of piecewise deterministic processes with phase-type jumps for which the corresponding first-time passage problems may be solved…
This paper introduces a new paradigm of optimal path planning, i.e., passage-traversing optimal path planning (PTOPP), that optimizes paths' traversed passages for specified optimization objectives. In particular, PTOPP is utilized to find…
For a small system like a colloidal particle or a single biomolecule embedded in a heat bath, the optimal protocol of an external control parameter minimizes the mean work required to drive the system from one given equilibrium state to…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
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 consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…
We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…
We consider a run-and-tumble particle (RTP) in one dimension, subjected to a telegraphic noise with a constant rate $\gamma$, and in the presence of an external confining potential $V(x) = \alpha |x|^p$ with $p \geq 1$. We compute the mean…
In this work we analyze the stochastic dynamics of the Kauffman model evolving under the influence of noise. By considering the average crossing time between two distinct trajectories, we show that different Kauffman models exhibit a…
A natural extension of a right-continuous integer-valued random walk is one which can jump to the right by one or two units. First passage times above a given fixed level then admit a tractable Laplace transform (probability generating…
We theoretically study the tunneling time by investigating a wave packet of Bose-condensed atoms passing through a square barrier. We find that the tunneling time exhibits different scaling laws in different energy regimes. For negative…
We propose local-biased random walks on general networks where a Markovian walker can choose between different types of biases in each node to define transitions to its neighbors depending on their degrees. For this ergodic dynamics, we…
Finding the most powerful node in a dynamic random network, the largest set in a partition-valued stochastic process, or the largest family in an evolving population at a given time, can be a very difficult problem. This is particularly the…
We consider the problem of stochastic exit from a planar domain, whose boundary is an unstable periodic orbit, and which contains a stable periodic orbit. This problem arises when investigating the distribution of noise-induced phase slips…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…