Related papers: Inference from gated first-passage times
Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…
Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…
First-passage observables (FPO) are central to understanding stochastic processes in confined domains, with applications spanning chemical reaction kinetics, foraging behavior, and molecular transport. While extensive analytical results…
We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…
The multifractal behavior of the normalized first passage time is investigated on the two dimensional Sierpinski gasket with both absorbing and reflecting barriers. The normalized first passage time for Sinai model and the logistic model to…
We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
There are two distinct perspectives on the quantum time-of-arrival: one can ask for the probability that a particle is found at the detector at a given time, regardless of whether it was previously detected, or for the probability that the…
We develop a simple model to compute the energy-dependent decay factors of metal-induced gap states in metal/insulator interfaces considering the collective behaviour of all the bulk complex bands in the gap of the insulator. The agreement…
We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain, in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets…
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…
Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
In this paper we study the kinetics of diffusion-limited, pseudo-first-order A + B -> B reactions in situations in which the particles' intrinsic reactivities vary randomly in time. That is, we suppose that the particles are bearing "gates"…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…
The time to first crossing for the Poisson counting process with respect to a linear moving barrier with offset is a classic problem, although key results remain scattered across the literature and their equivalence is often unclear. Here…
Polymer translocation across a corrugated channel is a paradigmatic stochastic process encountered in diverse systems. The instance of time when a polymer first arrives to some prescribed location defines an important characteristic time…
Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…
Even after decades of research the problem of first passage time statistics for quantum dynamics remains a challenging topic of fundamental and practical importance. Using a projective measurement approach, with a sampling time $\tau$, we…
In the recent years, mater-wave interferometry has attracted growing attention due to its unique suitability for high-precision measurements and study of fundamental aspects of quantum theory. Diffraction and interference of matter waves…