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We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…

Data Analysis, Statistics and Probability · Physics 2016-11-22 Uttam Bhat , S. Redner

In noisy environments such as the cell, many processes involve target sites that are often hidden or inactive, and thus not always available for reaction with diffusing entities. To understand reaction kinetics in these situations, we study…

Statistical Mechanics · Physics 2020-01-29 Gabriel Mercado-Vásquez , Denis Boyer

The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…

Statistical Mechanics · Physics 2015-06-05 S. Hwang , D. -S. Lee , B. Kahng

We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…

Probability · Mathematics 2022-04-19 Alexander Stolyar

The statistics of first-passage times of random walks to target sites has proved to play a key role in determining the kinetics of space exploration in various contexts. In parallel, the number of distinct sites visited by a random walker…

Statistical Mechanics · Physics 2022-03-23 J. Klinger , A. Barbier-Chebbah , R. Voituriez , O. Bénichou

We follow the time sequence of binary elastic collisions in a small collection of hard-core particles. Intervals between the collisions are characterized by the numbers of collisions of different pairs in a given time. It was shown…

Chaotic Dynamics · Physics 2012-02-21 Alexander Jonathan Vidgop , Itzhak Fouxon

We examine the measurability of the temporal ordering of two events, as well as event coincidences. In classical mechanics, a measurement of the order-of-arrival of two particles is shown to be equivalent to a measurement involving only one…

Quantum Physics · Physics 2008-11-26 J. Oppenheim , B. Reznik , W. Unruh

We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the…

Probability · Mathematics 2013-09-19 François Bolley

We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…

Probability · Mathematics 2012-05-16 Elisa Benedetto , Laura Sacerdote , Cristina Zucca

The determination of a quantum observable from the first and second moments of its measurement outcome statistics is investigated. Operational conditions for the moments of a probability measure are given which suffice to determine the…

Quantum Physics · Physics 2010-10-19 Pekka Lahti , Juha-Pekka Pellonpaa , Kari Ylinen

We develop a rigorous connection between statistical properties of an interference pattern and the coherence properties of the underlying quantum state. With explicit examples, we demonstrate that even for inaccurate reconstructions of…

Quantum Physics · Physics 2015-11-25 Kai von Prillwitz , Łukasz Rudnicki , Florian Mintert

The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…

Statistical Mechanics · Physics 2013-06-06 James P. Gleeson

The waiting time distribution $w(\tau)$, i.e. the probability for a delay $\tau$ between two subsequent transition (`jumps') of particles, is a statistical tool in (quantum) transport. Using generalized Master equations for systems coupled…

Mesoscale and Nanoscale Physics · Physics 2025-12-31 Tobias Brandes

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…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

The amount $Q$ of particles that are transported via a path of motion is characterized by its expectation value $<Q>$ and by its variance $Var(Q)$. We analyze what happens if a particle has two optional paths available to get from one site…

Quantum Physics · Physics 2008-02-05 Maya Chuchem , Doron Cohen

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

Quantized systems whose underlying classical dynamics possess an elaborate mixture of regular and chaotic motion can exhibit rather subtle long-time quantum transport phenomena. In a short wavelength regime where semiclassical theories are…

Chaotic Dynamics · Physics 2013-05-29 Christoph-Marian Goletz , Frank Grossmann , Steven Tomsovic

Mobile sensing enabled by GPS or smart phones has become an increasingly important source of traffic data. For sufficient coverage of the traffic stream, it is important to maintain a reasonable penetration rate of probe vehicles. From the…

Analysis of PDEs · Mathematics 2016-03-29 Benedetto Piccoli , Ke Han , Terry L. Friesz , Tao Yao , Junqing Tang

We study quantum walks of many non-interacting particles on a beam splitter array, as a paradigmatic testing ground for the competition of single- and many-particle interference in a multi-mode system. We derive a general expression for…

Quantum Physics · Physics 2011-06-08 Klaus Mayer , Malte C. Tichy , Florian Mintert , Thomas Konrad , Andreas Buchleitner

The dynamics of a particle propagating in free space is described by its position and momentum, where quantum mechanics prohibits the simultaneous identification of two non-commutative physical quantities. Recently, a lower bound on the…

Quantum Physics · Physics 2023-08-09 Takafumi Ono , Nigam Samantarray , John G. Rarity