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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.…

Quantum Physics · Physics 2025-11-06 Guido Ladenburger , Finn Schmolke , Eric Lutz

The first hitting times of a stochastic process, i.e., the first time a process reaches a particular level, are of significant interest across various scientific disciplines, including biology, chemistry, and economics. We modify the…

Statistical Mechanics · Physics 2026-02-24 Bartosz Zbik , Bartłomiej Dybiec , Karol Capała , Zbigniew Palmowski , Igor M. Sokolov

We consider the problem of the first passage time to the origin of a spatially non-homogeneous random walk with a position-dependent drift, known as the Gillis random walk, in the presence of resetting. The walk starts from an initial site…

Probability · Mathematics 2022-12-09 Mattia Radice

In biochemical reaction networks, the first passage time (FPT) of a reaction quantifies the time it takes for the reaction to first occur, from the initial state. While the mean FPT historically served as a summary metric, a far more…

Molecular Networks · Quantitative Biology 2025-03-07 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

In the target tracking and its engineering applications, recursive state estimation of the target is of fundamental importance. This paper presents a recursive performance bound for dynamic estimation and filtering problem, in the framework…

Applications · Statistics 2015-06-04 Huisi Tong , Hao Zhang , Huadong Meng , Xiqin Wang

We present a simple and efficient Bayesian recursive algorithm for the data-pattern scheme for quantum state reconstruction, which is applicable to situations where measurement settings can be controllably varied efficiently. The algorithm…

We consider a scenario where we wish to bring a closed system of known Hilbert space dimension $d_S$ (the target), subject to an unknown Hamiltonian evolution, back to its quantum state at a past time $t_0$. The target is out of our…

Quantum Physics · Physics 2018-07-18 Miguel Navascues

We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…

Statistical Mechanics · Physics 2026-02-18 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

A fundamental prediction of quantum theory that is derived from the "projection postulate" is that under continuous measurement, the state of a system traces out a "quantum trajectory" in time that depends upon its measurement record, and…

Quantum Physics · Physics 2014-01-03 A. A. Gangat

Time evolution in several classes of quantum devices is generated through the application of quantum gates. Resetting is a critical technological feature in these systems allowing for mid-circuit measurement and complete or partial qubit…

Quantum Physics · Physics 2025-05-14 Sascha Wald , Louie Hong Yao , Thierry Platini , Chris Hooley , Federico Carollo

We consider $N$ Brownian motions diffusing independently on a line, starting at $x_0>0$, in the presence of an absorbing target at the origin. The walkers undergo stochastic resetting under two protocols: (A) each walker resets…

Statistical Mechanics · Physics 2023-11-22 Marco Biroli , Satya N. Majumdar , Gregory Schehr

This paper provides new error bounds on "consistent" reconstruction methods for signals observed from quantized random projections. Those signal estimation techniques guarantee a perfect matching between the available quantized data and a…

Information Theory · Computer Science 2016-04-21 Laurent Jacques

Given some observable H of a finite-dimensional quantum system, we investigate the typical properties of random quantum state vectors that have a fixed expectation value with respect to H. Under some some conditions on the spectrum, we…

Quantum Physics · Physics 2011-05-03 Markus Mueller , David Gross , Jens Eisert

In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…

Statistical Mechanics · Physics 2020-06-24 Martin R. Evans , Satya N. Majumdar , Gregory Schehr

We consider a change detection problem in which the arrival rate of a Poisson process changes suddenly at some unknown and unobservable disorder time. It is assumed that the prior distribution of the disorder time is known. The objective is…

Optimization and Control · Mathematics 2007-05-23 Erhan Bayraktar , Semih Sezer

In this paper, we consider a network of quantum sensors, where each sensor is a qubit detector that "fires," i.e., its state changes when an event occurs close by. The change in state due to the firing of a detector is given by a unitary…

Quantum Physics · Physics 2024-08-09 Caitao Zhan , Himanshu Gupta , Mark Hillery

We investigate a quantum walk on a ring represented by a directed triangle graph with complex edge weights and monitored at a constant rate until the quantum walker is detected. To this end, the first hitting time statistics is recorded…

Quantum Physics · Physics 2024-04-11 Qingyuan Wang , Silin Ren , Ruoyu Yin , Klaus Ziegler , Eli Barkai , Sabine Tornow

In the first part of this two-part article, we have introduced and analyzed a multidimensional model, called the 'general tension-reduction' (GTR) model, able to describe general quantum-like measurements with an arbitrary number of…

Quantum Physics · Physics 2015-09-17 Diederik Aerts , Massimiliano Sassoli de Bianchi

We study the probability distribution of the first return time to the initial state of a quantum many-body system subject to global projective measurements at stroboscopic times. We show that this distribution can be mapped to a…

Statistical Mechanics · Physics 2025-05-02 Benjamin Walter , Gabriele Perfetto , Andrea Gambassi

This paper is concerned with parameter identification problem for finite impulse response (FIR) systems with binary-valued observations under low computational complexity. Most of the existing algorithms under binary-valued observations…

Systems and Control · Electrical Eng. & Systems 2024-12-09 Tianning Han , Ying Wang , Yanlong Zhao