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The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…

Statistical Mechanics · Physics 2026-04-30 Oscar Ivan Torres Mena , Francisco J Sevilla

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Data Analysis, Statistics and Probability · Physics 2025-08-12 Yehor Tuchkov , Luke Evans , Sonya M. Hanson , Erik H. Thiede

Stochastic models for performance analysis, optimization and control of queues hinge on a multitude of alternatives for input point processes. In case of bursty traffic, one very popular model is the \textit{Markov Modulated Poisson…

Probability · Mathematics 2021-09-03 Azam Asanjarani , Sophie Hautphenne , Yoni Nazarathy

A popular method to compute first-passage probabilities in continuous-time Markov chains is by numerically inverting their Laplace transforms. Past decades, the scientific computing community has developed excellent numerical methods for…

Numerical Analysis · Mathematics 2020-04-01 Debarati Bhaumik , Marko A. A. Boon , Daan Crommelin , Barry Koren , Bert Zwart

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the…

Statistical Mechanics · Physics 2023-12-12 Rick Bebon , Aljaž Godec

A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…

Statistical Mechanics · Physics 2025-07-15 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

We present an efficient method to compute transition rates between states for a two-state system. The method utilizes the equivalence between steady-state flux and mean first passage rate for such systems. More specifically, the procedure…

Biological Physics · Physics 2011-09-06 Divesh Bhatt , Ivet Bahar

We consider different Markovian embedding schemes of non-Markovian stochastic processes that are described by generalized Langevin equations (GLE) and obey thermal detailed balance under equilibrium conditions. At thermal equilibrium…

Statistical Mechanics · Physics 2010-02-08 Peter Siegle , Igor Goychuk , Peter Talkner , Peter Hanggi

We study the large deviations of the time-integrated current for a self-propelled particle moving within a confined environment. The dynamics is modeled as a semi-Markovian process, where the transitions between a \textit{normal running…

Statistical Mechanics · Physics 2026-05-26 Shabnam Sohrabi , Farhad H. Jafarpour

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

Using a novel theoretical approach, we study the mean first encounter time (MFET) between the two ends of a polymer. Previous approaches used various simplifications that reduced the complexity of the problem, leading, however to…

Statistical Mechanics · Physics 2013-12-23 Assaf Amitai , Ivan Kupka , David Holcman

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio

Recent works have explored the properties of L\'evy flights with resetting in one-dimensional domains and have reported the existence of phase transitions in the phase space of parameters which minimizes the Mean First Passage Time (MFPT)…

Statistical Mechanics · Physics 2016-01-20 Daniel Campos , Vicenç Méndez

We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Heiko Rieger

First-passage time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage time…

Neurons and Cognition · Quantitative Biology 2017-02-01 Wilhelm Braun , Rüdiger Thul

A phenomenological model for a measurement of barrier traversal times for particles is proposed. Two idealized detectors for passage and arrival provide entrance and exit times for the barrier traversal. The averaged traversal time is…

Quantum Physics · Physics 2009-10-31 J. P. Palao , J. G. Muga , S. Brouard , A. Jadczyk

We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…

Statistical Mechanics · Physics 2023-03-20 Gennaro Tucci , Andrea Gambassi , Satya N. Majumdar , Gregory Schehr

We provide an exact formula for the mean first-passage time (MFPT) to a target at the origin for a single particle diffusing on a $d$-dimensional hypercubic {\em lattice} starting from a fixed initial position $\vec R_0$ and resetting to…

Statistical Mechanics · Physics 2026-04-30 Alexander K. Hartmann , Satya N. Majumdar

We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…

Statistical Mechanics · Physics 2025-12-09 Yonathan Sarmiento , Benjamin Walter , Debraj Das , Samvit Mahapatra , Édgar Roldán , Rosemary J. Harris