Related papers: Universal Linear Response of First-Passage Kinetic…
A frequency-based omni-temporal dispersion theory is developed to capture the transient interplay between diffusion, advection, and reaction during solute transport through porous media. Unlike classical asymptotic dispersion theories,…
The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…
An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for…
We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the…
For macroscopic quantum systems, we study what are measured when equilibrium fluctuations of macrovariables are measured in an ideal way that mimics classical ideal measurements as closely as possible. We find that the symmetrized time…
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…
We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…
Fluctuation-dissipation relations elucidate the response of near-equilibrium systems to environmental changes, with recent advances extending response theory to non-equilibrium steady states. However, a general response theory for systems…
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,…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
The local time in an ensemble of particles measures the amount of time the particles spend in the vicinity of a given point in space. Here we study fluctuations of the empirical time average $R= T^{-1}\int_{0}^{T}\rho\left(x=0,t\right)\,dt$…
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…
Many biological processes involve one dimensional diffusion over a correlated inhomogeneous energy landscape with a correlation length $\xi_c$. Typical examples are specific protein target location on DNA, nucleosome repositioning, or DNA…
We show how to apply the macroscopic fluctuation theory (MFT) of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim to study the current fluctuations of diffusive systems with a step initial condition. We argue that one has to…
The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…
Fluctuations associated with relaxations in far-from-equilibrium regime is of fundamental interest for a large variety of systems within broad scales. Recent advances in techniques such as spectroscopy have generated the possibility for…
In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…
We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…
A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…