Related papers: First detection of threshold crossing events under…
We analyze sets of intrusion detection records observed on the networks of several large, nonresidential organizations protected by a form of intrusion detection and prevention service. Our analyses reveal that the process of intrusion…
Assistive devices, such as exoskeletons and prostheses, have revolutionized the field of rehabilitation and mobility assistance. Efficiently detecting transitions between different activities, such as walking, stair ascending and…
We develop a general framework for the construction of probabilities for the time of arrival in quantum systems. The time of arrival is identified with the time instant when a transition in the detector's degrees of freedom takes place.…
In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…
We introduce DeepFHT, a survival-analysis framework that couples deep neural networks with first hitting time (FHT) distributions from stochastic process theory. Time to event is represented as the first passage of a latent diffusion…
The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…
Virtually all the emergent properties of a complex system are rooted in the non-homogeneous nature of the behaviours of its elements and of the interactions among them. However, the fact that heterogeneity and correlations can appear…
The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…
We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…
We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…
Time series data often contain initial transient periods before reaching a stable state, posing challenges in analysis and interpretation. In this paper, we propose a novel approach to detect and estimate the end of the initial transient in…
A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…
The time distribution of relaxation events in an aging system is investigated via molecular dynamics simulations. The focus is on the distribution functions of the first passage time, $p_1(\Delta t)$, and the persistence time, $p(\tau)$. In…
We propose a general method to obtain approximation of the first passage time distribution for the birth-death processes. We rely on the general properties of birth-death processes, Keilson's theorem and the concept of Riemann sum to obtain…
The time until the failure of some node of the system or until the end of some stage of the operation of the tribological system is associated with the change in entropy in the system that occurs during this time. Methods of the…
We introduce a novel time-energy uncertainty relation within the context of restarts in monitored quantum dynamics. Initially, we investigate the concept of ``first hitting time'' in quantum systems using an IBM quantum computer and a…
The aim of this study is to extend the scope and applicability of the level-crossing method to discrete-time stochastic processes and generalize it to enable us to study multiple discrete-time stochastic processes. In previous versions of…
We study the distribution of the 'gap time', the first time that a large gap appears, in the spatial birth and death point process on $[0,1]$ in which particles are added uniformly in space at rate $\lambda$ and are removed independently at…
A phenomenological model for a measurement of barrier traversal times for particles is proposed. Two idealized detectors for passage and arrival provide entrance and exit times for the barrier traversal. The averaged traversal time is…