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We provide exact results for the mean and variance of first-passage times (FPTs) of making a directed revolution in the presence of a bias in heterogeneous quenched environments where the disorder is expressed by random traps on a ring with…

Statistical Mechanics · Physics 2019-05-29 Takuma Akimoto , Keiji Saito

We consider the quantum first detection problem for a particle evolving on a graph under repeated projective measurements with fixed rate $1/\tau$. A general formula for the mean first detected transition time is obtained for a quantum walk…

Statistical Mechanics · Physics 2020-07-29 Q. Liu , R. Yin , K. Ziegler , E. Barkai

Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…

Data Analysis, Statistics and Probability · Physics 2009-11-11 T. Verechtchaguina , I. M. Sokolov , L. Schimansky-Geier

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

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

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

Many out of equilibrium phenomena, such as diffusion-limited reactions or target search processes, are controlled by first-passage events. So far the general determination of the mean first-passage time (FPT) to a target in confinement has…

Statistical Mechanics · Physics 2018-08-29 N. Levernier , O. Bénichou , T. Guérin , R. Voituriez

We formulate quantum tunneling as a time-of-arrival problem: we determine the detection probability for particles passing through a barrier at a detector located a distance L from the tunneling region. For this purpose, we use a…

Quantum Physics · Physics 2009-11-13 Charis Anastopoulos , Ntina Savvidou

We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…

Statistical Mechanics · Physics 2007-10-16 A. Kamińska , T. Srokowski

We study the mean first passage time of a one-dimensional active fluctuating membrane that is stochastically returned to the same flat initial condition at a finite rate. We start with a Fokker Planck equation to describe the evolution of…

Statistical Mechanics · Physics 2023-05-03 Tapas Singha

Real-time frequency measurement for non-repetitive and statistically rare signals are challenging problems in the electronic measurement area, which places high demands on the bandwidth, sampling rate, data processing and transmission…

Signal Processing · Electrical Eng. & Systems 2023-08-21 Ruiyuan Ming , Peng Ye , Kuojun Yang , Zhixiang Pan , ChenYang Li , Chuang Huang

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

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…

Statistical Mechanics · Physics 2021-11-24 Aanjaneya Kumar , Aniket Zodage , M. S. Santhanam

We investigate two coupled properties of Levy stable random motions: The first passage times (FPTs) and the first passage leapovers (FPLs). While, in general, the FPT problem has been studied quite extensively, the FPL problem has hardly…

Soft Condensed Matter · Physics 2008-12-08 T. Koren , A. V. Chechkin , J. Klafter

We derive an approximate formula for the mean first-passage time (MFPT) to a small absorbing target of arbitrary shape inside an elongated domain of a slowly varying axisymmetric profile. For this purpose, the original Poisson equation in…

Chemical Physics · Physics 2022-05-06 Denis S. Grebenkov , Alexei T. Skvortsov

We study the first-passage-time (FPT) properties of active Brownian particles to reach an absorbing wall in two dimensions. Employing a perturbation approach we obtain exact analytical predictions for the survival and FPT distributions for…

Soft Condensed Matter · Physics 2025-03-10 Yanis Baouche , Magali Le Goff , Christina Kurzthaler , Thomas Franosch

We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…

Statistical Mechanics · Physics 2007-05-23 Aldo H. Romero , J. M. Sancho , Katja Lindenberg

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

We develop a general framework for the construction of probabilities for the time of arrival in quantum systems. The time of arrival is identified with the time instant when a transition in the detector's degrees of freedom takes place.…

Quantum Physics · Physics 2013-05-30 Charis Anastopoulos , Ntina Savvidou

Often sharp changes in cellular behavior are triggered by thresholded events, i.e., by the attainment of a threshold value of a relevant cellular or molecular dynamical variable. Since the governing variable itself typically undergoes noisy…

Statistical Mechanics · Physics 2015-03-03 Srividya Iyer-Biswas , Anton Zilman