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First-passage times provide invaluable insight into fundamental properties of stochastic processes. Yet, various forms of gating mask first-passage times and differentiate them from actual detection times. For instance, imperfect conditions…

Statistical Mechanics · Physics 2023-09-27 Aanjaneya Kumar , Yuval Scher , Shlomi Reuveni , M. S. Santhanam

Photon transport through turbid media has typically been modeled through diffusion or telegraph equations. These models describe behavior of the average, or typical, photon with remarkable accuracy, however, we show here that they fail to…

Optics · Physics 2025-02-27 Aileen N. Carroll-Godfrey , Eric I. Corwin

Recently there has been increasing interest in alternate methods to compute quantum tunneling in field theory. Of particular interest is a stochastic approach which involves (i) sampling from the free theory Gaussian approximation to the…

High Energy Physics - Theory · Physics 2020-10-08 Mark P. Hertzberg , Fabrizio Rompineve , Neil Shah

We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in $\mathbb{R}^d$ where $d\geq 1$. The FPT refers to the first time the BRW enters a ball…

Probability · Mathematics 2025-08-21 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…

Probability · Mathematics 2023-01-09 Samuel Herrmann , Nicolas Massin

The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first…

Statistical Mechanics · Physics 2020-04-22 Ji-Hyun Kim , Hunki Lee , Sanggeun Song , Hye Ran Koh , Jaeyoung Sung

We derive an analytical expression for the transition path time (TPT) distribution for a one-dimensional particle crossing a parabolic barrier. The solution is expressed in terms of the eigenfunctions and eigenvalues of the associated…

Statistical Mechanics · Physics 2018-12-10 Michele Caraglio , Stefanie Put , Enrico Carlon , Carlo Vanderzande

We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…

Numerical Analysis · Mathematics 2019-11-20 Sarafa Iyaniwura , Tony Wong , Michael J. Ward , Colin B. Macdonald

A class of algorithms in discrete space and continuous time for Brownian first passage time estimation is considered. A simple algorithm is derived that yields exact mean first passage times (MFPT) for linear potentials in one dimension,…

Statistical Mechanics · Physics 2009-09-29 Artur B. Adib

We study the mean first passage time (MFPT) to an absorbing target of a one-dimensional Brownian particle subject to an external potential $v(x)$ in a finite domain. We focus on the cases in which the external potential is confining, of the…

Statistical Mechanics · Physics 2022-07-14 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

Statistical Mechanics · Physics 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin

We study the first hitting time statistics between a one-dimensional run-and-tumble particle and a target site that switches intermittently between visible and invisible phases. The two-state dynamics of the target is independent of the…

Statistical Mechanics · Physics 2021-05-05 Gabriel Mercado-Vásquez , Denis Boyer

Phase transitions have recently been formulated in the time domain of quantum many-body systems, a phenomenon dubbed dynamical quantum phase transitions (DQPTs), whose phenomenology is often divided in two types. One refers to distinct…

Quantum Physics · Physics 2021-01-04 Ricardo Puebla

We consider the problem of estimating the mean entropy production rate in a nonequilibrium process from the measurements of first-passage quantities associated with a single current. For first-passage processes with large thresholds, Refs.…

Statistical Mechanics · Physics 2025-06-05 Izaak Neri

Time-resolved electron dynamics in coupled quantum dots is directly observed by a pulsed-gate technique. While individual gate voltages are modulated with periodic pulse trains, average charge occupations are measured with a nearby quantum…

Mesoscale and Nanoscale Physics · Physics 2010-11-12 D. Harbusch , S. Manus , H. P. Tranitz , W. Wegscheider , S. Ludwig

We provide a unified picture for the master equation approach and the quantum trajectory approach to a measurement problem of a two-state quantum system (a qubit), an electron coherently tunneling between two coupled quantum dots (CQD's)…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Hsi-Sheng Goan

First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…

Statistical Mechanics · Physics 2025-01-08 Rick Bebon , Aljaz Godec

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

The definition of the intrinsic cut-off frequency ($f_T$) based on the current gain equals to one (0 dB) is critically analyzed. A condition for the validity of the quasi-static estimation of $f_T$ is established in terms of the temporal…

Mesoscale and Nanoscale Physics · Physics 2017-04-05 Zhen Zhan , Enrique Colomés , Xavier Oriols

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
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