Related papers: A First Look at First-Passage Processes
In recent years, it has been well-established that adding a restart mechanism can alter the firstpassage statistics of a stochastic processes in useful and interesting ways. Though different mecha-nisms have been investigated, we derive a…
Advection and dispersion in highly heterogeneous environments involving interfacial discontinuities in the corresponding drift and dispersion rates are described through disparate examples from the physical and biological sciences. A…
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 investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…
All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of…
We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…
The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
First passage under restart has recently emerged as a conceptual framework suitable for the description of a wide range of phenomena, but the endless variety of ways in which restart mechanisms and first passage processes mix and match…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…
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…
First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…
We calculate the first passage time distribution for diffusion through a cylindrical pore with sticky walls. A particle diffusively explores the interior of the pore through a series of binding and unbinding events with the cylinder wall.…
First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…
For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…
A method is proposed to select the suitable sets of potential parameters for a one-dimensional mesoscopic Hamiltonian model, first introduced to describe the DNA melting transition and later extended to investigate thermodynamic and…
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…
We consider an off-lattice liquid crystal pair potential in strictly two dimensions. The potential is purely repulsive and short-ranged. Nevertheless, by means of a single parameter in the potential, the system is shown to undergo a…
First passage percolation with recovery is a process aimed at modeling the spread of epidemics. On a graph $G$ place a red particle at a reference vertex $o$ and colorless particles (seeds) at all other vertices. The red particle starts…