Related papers: First passage duality in $d>2$
The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…
Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…
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…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
Infiltration of anomalously diffusing particles from one material to another through a biased interface is studied using continuous time random walk and Levy walk approaches. Subdiffusion in both systems may lead to a net drift from one…
We consider the Bernoulli first-passage percolation on $\mathbb Z^d (d\ge 2)$. That is, the edge passage time is taken independently to be 1 with probability $1-p$ and 0 otherwise. Let ${\mu(p)}$ be the time constant. We prove in this paper…
An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The…
We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…
Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…
Time dilation $\frac{1}{\sqrt{1-v^2}}$ and relative velocity $v$ are observationally indistinguishable in the special theory of relativity, a duality that carries over into the general theory under Fermi coordinates along a curve (in…
The spontaneous breaking of non-invertible symmetries can lead to exotic phenomena such as coexistence of order and disorder. Here we explore second-order phase transitions in 1d spin chains between two phases that correspond to distinct…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
The first-exit time process of an inverse Gaussian L\'evy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay exponentially. These…
We study an inverse first-hitting problem for a one-dimensional, time-homogeneous diffusion $X(t)$ reflected between two boundaries $a$ and $b,$ which starts from a random position $\eta.$ Let $a \le S \le b$ be a given threshold, such that…
In this paper, we derive an integral representation for the density of the reciprocal of the first hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process with equal multiplicity values. Not only this…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
We consider the standard model of first-passage percolation on $\mathbb{Z}^d$ ($d\geq 2$), with i.i.d. passage times associated with either the edges or the vertices of the graph. We focus on the particular case where the distribution of…
In first-passage percolation, one assigns i.i.d. nonnegative weights $(t_e)$ to the edges of $\mathbb{Z}^d$ and studies the induced distance (passage time) $T(x,y)$ between vertices $x$ and $y$. It is known that for $d=2$, the fluctuations…