Related papers: First passage in discrete-time absorbing Markov ch…
The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first…
We study the statistical properties of first-passage time functionals of a one dimensional Brownian motion in the presence of stochastic resetting. A first-passage functional is defined as $V=\int_0^{t_f} Z[x(\tau)]$ where $t_f$ is the…
We uncover a duality between relaxation and first passage processes in ergodic reversible Markovian dynamics in both discrete and continuous state-space. The duality exists in the form of a spectral interlacing -- the respective time scales…
We provide an exact formula for the mean first-passage time (MFPT) to a target at the origin for a single particle diffusing on a $d$-dimensional hypercubic {\em lattice} starting from a fixed initial position $\vec R_0$ and resetting to…
Stochastic restart may drastically reduce the expected run time of a computer algorithm, expedite the completion of a complex search process, or increase the turnover rate of an enzymatic reaction. These diverse first-passage-time (FPT)…
The first hitting times of a stochastic process, i.e., the first time a process reaches a particular level, are of significant interest across various scientific disciplines, including biology, chemistry, and economics. We modify the…
We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…
First-passage times provide invaluable insight into fundamental properties of stochastic processes. Yet, various forms of gating mask first-passage times and differentiate them from actual detection times. For instance, imperfect conditions…
The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study…
We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias…
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 determine the survival probability and first-passage time (FPT) to capture for a harmonically trapped particle, diffusing outside an absorbing spherical boundary by directly solving the differential equation for the survival probability.…
Due to wide applications in diverse fields, random walks subject to stochastic resetting have attracted considerable attention in the last decade. In this paper, we study discrete-time random walks on complex network with multiple resetting…
Stochastic resetting -- the intermittent restart of random processes -- has profoundly reshaped first-passage theory, providing a mechanism to control and optimize completion times. While the influence of resetting on mean first-passage…
We study the first-passage time to the origin of a mortal Brownian particle, with mortality rate $ \mu $, diffusing in one dimension. The particle starts its motion from $ x>0 $ and it is subject to stochastic resetting with constant rate $…
We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…
This study investigates the first passage time (FPT) properties of particles with a broad class of positive stochastic diffusion coefficients (DCs), representing diffusion in heterogeneous environments or of particles with conformational…
We extend the theoretical framework used to study search processes with stochastic resetting to the case of partially absorbing targets. Instead of an absorption event occurring when the search particle reaches the boundary of a target, the…
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…
We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…