Related papers: First detection of threshold crossing events under…
We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…
In many physical situations, there appears the problem of reaching a single target that is spatially distributed. Here we analyse how stochastic resetting, also spatially distributed, can be used to improve the search process when the…
We introduce a perturbative method to calculate all moments of the first-passage time distribution in stochastic one-dimensional processes which are subject to both white and coloured noise. This class of non-Markovian processes is at the…
We investigate the behavior of L\'{e}vy processes with convolution equivalent L\'{e}vy measures, up to the time of first passage over a high level u. Such problems arise naturally in the context of insurance risk where u is the initial…
Diffusion and first passage in the presence of stochastic resetting and potential bias have been of recent interest. We study a few models, systematically progressing in their complexity, to understand the usefulness of resetting. In the…
We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…
This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…
Certain biological reactions, such as receptor-ligand binding at cell-cell interfaces and macromolecules binding to biopolymers, require many smaller molecules crowding a reaction site to be cleared. Examples include the T cell interface, a…
Tunneling, transport of particles through classically forbidden regions, is a pure quantum phenomenon. It governs numerous phenomena ranging from single-molecule electronics to donor-acceptor transition reactions. The main problem is the…
Applying boundary functionals of random risk processes to various physical problems makes it possible to determine many important characteristics of these problems. For example, a special case of boundary functionals is the time to first…
The paper is devoted to retrieval of the first order phase transition signal in the inelastic collisions. The primary intent is to show that the experimentally observable signal exist iff the multiplicity is sufficiently large. We discuss…
The evolution of non-interacting bosons in the presence of repeated projective measurements is studied. Following the established approach, this monitored evolution is characterized by the first detected return and the first detected…
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval $[0,A]$ as $A\to\infty$. We provide an alternative method of proof of asymptotic exponentiality of the first exit time (suitably…
Gated first-passage processes, where completion depends on both hitting a target and satisfying additional constraints, are prevalent across various fields. Despite their significance, analytical solutions to basic problems remain unknown,…
First passage times (FPTs) are often used to study timescales in physical, chemical, and biological processes. FPTs generically describe the time it takes a random "searcher" to find a "target." In many systems, the important timescale is…
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…
The survival probability and the first-passage-time statistics are important quantities in different fields. The Wiener process is the simplest stochastic processwith continuous variables, and important results can be explicitly found from…
We examine a biomolecular machine involving a driven, observable process coupled to a hidden process in a kinetically cooperative manner. A stochastic thermodynamics framework is employed to analyze a fluctuation theorem for the…
This article mediates an mathematical insight to the theory of vehicular headways measured on signalized crossroads. Considering both, mathematical and empirical substances of the socio-physical system studied, we firstly formulate several…
Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…