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We construct a continuous-time, positively divisible non-Markovian process with memory of the initial state that satisfies the differential Chapman--Kolmogorov equation. In the stationary state, the correlation function exhibits exponential…

Probability · Mathematics 2026-05-29 Bilal Canturk , Gokhan Baris Bagci , Onur Pusuluk

We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position,…

Statistical Mechanics · Physics 2015-05-14 V. Tejedor , O. Bénichou , R. Voituriez

Quantum walks exhibit many unique characteristics compared to classical random walks. In the classical setting, self-avoiding random walks have been studied as a variation on the usual classical random walk. Classical self-avoiding random…

Quantum Physics · Physics 2015-01-08 Elizabeth Camilleri , Peter P. Rohde , Jason Twamley

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 study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…

Disordered Systems and Neural Networks · Physics 2009-11-13 Denis Boyer

We introduce a formalism based on a continuous time approximation, to study the characteristics of Page Rank random walks. We find that the diffusion of the occupancy probability has a dynamics that exponentially "forgets" the initial…

Statistical Mechanics · Physics 2020-07-17 Emilio Aced Fuentes , Simone Santini

We study first-passage time problems for a diffusive particle with stochastic resetting with a finite rate $r$. The optimal search time is compared quantitatively with that of an effective equilibrium Langevin process with the same…

Statistical Mechanics · Physics 2015-06-12 Martin R. Evans , Satya N. Majumdar , Kirone Mallick

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…

Probability · Mathematics 2019-06-17 Alessia Civallero , Cristina Zucca

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…

Statistical Mechanics · Physics 2023-11-08 Karol Capała , Bartłomiej Dybiec

Restart is a common strategy observed in nature that accelerates first-passage processes and has been extensively studied using classical random walks. In the quantum regime, restart in continuous-time quantum walks (CTQWs) has been shown…

Quantum Physics · Physics 2025-04-22 Kunal Shukla , Riddhi Chatterjee , C. M. Chandrashekar

We propose local-biased random walks on general networks where a Markovian walker can choose between different types of biases in each node to define transitions to its neighbors depending on their degrees. For this ergodic dynamics, we…

Statistical Mechanics · Physics 2022-04-27 Christopher Sebastian Hidalgo Calva , Alejandro P. Riascos

We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal…

Statistical Mechanics · Physics 2022-11-01 Debraj Das , Luca Giuggioli

Classical first-passage times under restart are used in a wide variety of models, yet the quantum version of the problem still misses key concepts. We study the quantum hitting time with restart using a monitored quantum walk. The restart…

Statistical Mechanics · Physics 2023-02-15 Ruoyu Yin , Eli Barkai

We investigate the first passage time beyond a barrier located at $b\geq0$ of a random walk with independent and identically distributed jumps, starting from $x_0=0$. The walk is subject to stochastic resetting, meaning that after each step…

Statistical Mechanics · Physics 2025-02-12 Mattia Radice , Giampaolo Cristadoro , Samudrajit Thapa

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. Antal , S. Redner

We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , V. Tejedor , O. Benichou

We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…

Systems and Control · Computer Science 2019-01-11 Andrew Clark , Basel Alomair , Linda Bushnell , Radha Poovendran

First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…

Statistical Mechanics · Physics 2022-08-30 Hanshuang Chen , Guofeng Li , Feng Huang

We investigate the quantum versions of a one-dimensional random walk, whose corresponding Markov Chain is of order 2. This corresponds to the walk having a memory of up to two previous steps. We derive the amplitudes and probabilities for…

Quantum Physics · Physics 2010-05-02 Michael McGettrick

Random walks, and in particular, their first passage times, are ubiquitous in nature. Using direct enumeration of paths, we find the first return time distribution of a 1D random walker, which is a heavy-tailed distribution with infinite…

Statistical Mechanics · Physics 2016-02-10 Sarah Kostinski , Ariel Amir
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