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We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Michael Backenköhler , Luca Bortolussi , Verena Wolf

The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…

Statistical Mechanics · Physics 2014-03-31 S. Micciché

The ``first passage-time'' (FPT) problem is an important problem with a wide range of applications in mathematics, physics, biology and finance. Mathematically, such a problem can be reduced to estimating the probability of a (stochastic)…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Di Zhang , Roderick V. N. Melnik

We investigate quantum transport in binary tree structures and in hypercubes for the disordered Frenkel-exciton Hamiltonian under pure dephasing noise. We compute the energy transport efficiency as a function of disorder and dephasing…

Quantum Physics · Physics 2016-01-05 Leonardo Novo , Masoud Mohseni , Yasser Omar

We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a…

Statistical Mechanics · Physics 2024-05-17 George Bakewell-Smith , Federico Girotti , Mădălin Guţă , Juan P. Garrahan

We show that transport in the presence of entropic barriers exhibits peculiar characteristics which makes it distinctly different from that occurring through energy barriers. The constrained dynamics yields a scaling regime for the particle…

Statistical Mechanics · Physics 2009-11-11 D. Reguera , G. Schmid , P. S. Burada , J. M. Rubí , P. Hänggi

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…

Statistical Mechanics · Physics 2022-08-30 Hanshuang Chen , Guofeng Li , Feng Huang

We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Eric Forgoston , Ira B. Schwartz

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to -infinity and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we…

Probability · Mathematics 2017-11-29 Sergey Foss , Takis Konstantopoulos , Stan Zachary

Many transport processes in ecology, physics and biochemistry can be described by the average time to first find a site or exit a region, starting from an initial position. Typical mathematical treatments are based on formulations that…

Analysis of PDEs · Mathematics 2025-01-16 Thomas Hillen , Maria R. D'Orsogna , Jacob C. Mantooth , Alan E. Lindsay

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…

Statistical Mechanics · Physics 2022-08-23 V. V. Ryazanov

Early time classification algorithms aim to label a stream of features without processing the full input stream, while maintaining accuracy comparable to that achieved by applying the classifier to the entire input. In this paper, we…

Machine Learning · Computer Science 2024-02-02 Liran Ringel , Regev Cohen , Daniel Freedman , Michael Elad , Yaniv Romano

The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…

Statistical Mechanics · Physics 2026-05-11 Alberto Bassanoni , Omer Hamdi

Understanding the topological characteristics of complex networks and how they affect navigability is one of the most important goals in science today, as it plays a central role in various economic, biological, ecological and social…

Physics and Society · Physics 2020-04-29 M. S. Chaves , T. G. Mattos , A. P. F. Atman

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…

Statistical Mechanics · Physics 2023-11-22 Gregorio García-Valladares , Carlos A. Plata , Antonio Prados , Alessandro Manacorda

We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…

Statistical Mechanics · Physics 2024-03-20 Iago N Mamede , Prashant Singh , Arnab Pal , Carlos E. Fiore , Karel Proesmans

The Lagrangian statistics of heavy particles and of fluid tracers transported by a fully developed turbulent flow are investigated by means of high resolution direct numerical simulations. The Lagrangian velocity structure functions are…

Chaotic Dynamics · Physics 2007-05-23 Jeremie Bec , Luca Biferale , Massimo Cencini , Alessandra S. Lanotte , Federico Toschi

We prove non-universality results for first-passage percolation on the configuration model with i.i.d. degrees having infinite variance. We focus on the weight of the optimal path between two uniform vertices. Depending on the properties of…

Probability · Mathematics 2015-06-04 Enrico Baroni , Remco van der Hofstad , Julia Komjathy

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…

Statistical Mechanics · Physics 2025-07-31 Ivan N. Burenev , Satya N. Majumdar

We study high temperature spin transport in a disordered Heisenberg chain in the ergodic regime when bulk dephasing is present. We find that while dephasing always renders the transport diffusive, there is nonetheless a remnant of the…

Disordered Systems and Neural Networks · Physics 2017-07-19 Marko Žnidarič , Juan Jose Mendoza-Arenas , Stephen R. Clark , John Goold