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We investigate the role of stochastic resetting in non-Markovian systems, where memory effects arise due to slow relaxation, rugged energy landscapes, disordered environments, and molecular crowding. Using the celebrated continuous-time…

Statistical Mechanics · Physics 2026-04-13 Suvam Pal , Rahul Das , Arnab Pal

In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…

Statistical Mechanics · Physics 2024-01-30 Olivier Bénichou , Thomas Guérin , Nicolas Levernier , Raphaël Voituriez

The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example…

Statistical Finance · Quantitative Finance 2017-08-01 Vygintas Gontis , Aleksejus Kononovicius

This article studies a linear scalar delay differential equation subject to small multiplicative power tail L\'evy noise. We solve the first passage (the Kramers) problem with probabilistic methods and discover an asymptotic loss of memory…

Probability · Mathematics 2019-06-26 Michael A. Högele , Ilya Pavlyukevich

Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

We investigate non-Markovian barrier-crossing kinetics of a massive particle in one dimension in the presence of a memory function that is the sum of two exponentials with different memory times $\tau_1$ and $\tau_2$. Our Langevin…

Chemical Physics · Physics 2020-05-22 Julian Kappler , Victor B. Hinrichsen , Roland R. Netz

Kramer's theory of activation over a potential barrier consists in computing the mean exit time from the boundary of a basin of attraction of a randomly perturbed dynamical system. Here we report that for some systems, crossing the boundary…

Statistical Mechanics · Physics 2021-05-19 Lou Zonca , David Holcman

The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…

Statistical Mechanics · Physics 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez

An analytical expression is derived for the transition path time distribution for a one-dimensional particle crossing of a parabolic barrier. Two cases are analyzed: (i) A non-Markovian process described by a generalized Langevin equation…

Statistical Mechanics · Physics 2018-06-29 E. Carlon , H. Orland , T. Sakaue , C. Vanderzande

Since Kramers' pioneering work in 1940, significant efforts have been devoted to studying Langevin equations applied to physical and chemical reactions projected onto few collective variables, with particular focus on the inference of their…

Statistical Mechanics · Physics 2025-07-16 David Daniel Girardier , Hadrien Vroylandt , Sara Bonella , Fabio Pietrucci

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

Statistical Mechanics · Physics 2015-12-24 Rosemary J. Harris

Memory effects are a key feature in the description of the dynamical systems governed by the generalized Langevin equation, which presents an exact reformulation of the equation of motion. A simple measure for the estimation of memory…

Disordered Systems and Neural Networks · Physics 2007-05-23 Anatolii V. Mokshin , Renat M. Yulmetyev , Peter Hänggi

We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a…

Statistical Mechanics · Physics 2024-05-17 George Bakewell-Smith , Federico Girotti , Mădălin Guţă , Juan P. Garrahan

We give a complete and unified description -- under some stability assumptions -- of the functional scaling limits associated with some persistent random walks for which the recurrent or transient type is studied in [1]. As a result, we…

Probability · Mathematics 2016-12-02 Peggy Cénac , Arnaud Le Ny , Basile De Loynes , Yoann Offret

Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…

Statistical Mechanics · Physics 2024-05-06 Alessandro Vezzani , Raffaella Burioni

We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…

Statistical Mechanics · Physics 2009-11-13 Takaaki Monnai , Ayumu Sugita , Katsuhiro Nakamura

The present work studies a non-Markovian forced thermal ratchet model on an asymmetric periodic potential. The Brownian dynamics is described by a generalized Langevin equation with an Ornstein-Uhlenbeck-type friction memory kernel. We show…

Statistical Mechanics · Physics 2022-12-14 O. Contreras-Vergara , N. Sánchez-Salas , I. Pérez Castillo , J. I. Jiménez-Aquino

We study rare events in the extreme value statistics of stochastic symmetric jump processes with power tails in the distributions of the jumps, using the big-jump principle. The principle states that in the presence of stochastic processes…

Statistical Mechanics · Physics 2024-09-04 Alberto Bassanoni , Alessandro Vezzani , Raffaella Burioni

Splitting probabilities quantify the likelihood of a given outcome out of competitive events. This key observable of random walk theory, historically introduced as the gambler's ruin problem, is well understood for memoryless (Markovian)…

Statistical Mechanics · Physics 2025-04-01 M. Dolgushev , T. V. Mendes , B. Gorin , K. Xie , N. Levernier , O. Bénichou , H. Kellay , R. Voituriez , T. Guérin

We introduce a generalized Langevin model system for different non-Markovian effects in the well and barrier regions of a potential, and use it to numerically study the dependence of the barrier-crossing time. In the appropriate limits, our…

Chemical Physics · Physics 2022-07-12 Florian N. Brünig , Roland R. Netz , Julian Kappler