Related papers: Application of the first-passage time method to tr…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…
Single file systems are simplified models to study effectively one-dimensional physical systems. Here we compute analytically the complete first exit time statistics for an ideal overdamped single file with absorbing boundary conditions.…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…
We develop a method based on martingales to study first-passage problems of time-additive observables exiting an interval of finite width in a Markov process. In the limit that the interval width is large, we derive generic expressions for…
There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…
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…
We study the sum of first passage times along an arbitrary cycle made up of N>2 states of a small physical system. We show that, if the system is at thermodynamic equilibrium, this sum follows the same probability distribution regardless of…
How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…
By means of an inequality of the information and parametrization of family of distributions of the probabilities, supposing an effective estimation, introduction of the distributions containing time of the first achievement of a level as…
We derive a thermodynamic uncertainty relation (TUR) for first-passage times (FPTs) on continuous time Markov chains. The TUR utilizes the entropy production coming from bidirectional transitions, and the net flux coming from unidirectional…
A fluctuation theorem is examined for the first-passage time of a biomolecular machine (e.g., a motor protein or an enzyme) in a nonequilibrium steady-state. For such machines in which the driven, observable process is coupled to a hidden…
We present a unified framework for first-passage time and residence time of random walks in finite one-dimensional disordered biased systems. The derivation is based on exact expansion of the backward master equation in cumulants. The…
First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…
We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…
This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…
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…
Entropy creation rate is introduced for a system interacting with thermostats ({\it i.e.}, in the usual language, for a system subject to internal conservative forces interacting with ``external'' thermostats via conservative forces) and a…
The time of the first occurrence of a threshold crossing event in a stochastic process, known as the first passage time, is of interest in many areas of sciences and engineering. Conventionally, there is an implicit assumption that the…
The transition probability for time-dependent unitary evolution is invariant under the reversal of protocols just as in the classical Liouvillian dynamics. In this article, we generalize the expression of microscopic reversibility to…