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Related papers: First passage times with fast immigration

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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…

Statistical Mechanics · Physics 2023-02-22 Samantha Linn , Sean D Lawley

We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…

Statistical Mechanics · Physics 2026-02-18 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…

Statistical Mechanics · Physics 2021-10-14 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…

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

Finding a target in a complex environment is a fundamental challenge in nature, from chemical reactions to sperm reaching an egg. An effective strategy to reduce the time needed to reach a target is to deploy many searchers, increasing the…

Statistical Mechanics · Physics 2025-07-15 Elisabetta Ellettari , Giacomo Nasuti , Alberto Bassanoni , Alessandro Vezzani , Raffaella Burioni

Random search for one or more targets in a bounded domain occurs widely in nature, with examples ranging from animal foraging to the transport of vesicles within cells. Most theoretical studies take a searcher-centric viewpoint, focusing on…

Statistical Mechanics · Physics 2021-01-13 Paul C Bressloff

The first time a searcher finds a target is called a first passage time (FPT). In many physical, chemical, and biological processes, the searcher is "mortal," which means that the searcher might become inactivated (degrade, die, etc.)…

Probability · Mathematics 2021-02-25 Sean D Lawley

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

The first passage time (FPT) is a generic measure that quantifies when a random quantity reaches a specific state. We consider the FTP distribution in nonlinear stochastic biochemical networks, where obtaining exact solutions of the…

Molecular Networks · Quantitative Biology 2024-09-05 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…

Statistical Mechanics · Physics 2026-04-06 Maria R. D'Orsogna , Alan E. Lindsay , Thomas Hillen

The first passage time (FPT) distribution for random walk in complex networks is calculated through an asymptotic analysis. For network with size $N$ and short relaxation time $\tau\ll N$, the computed mean first passage time (MFPT), which…

Statistical Mechanics · Physics 2013-01-29 Hon Wai Lau , Kwok Yip Szeto

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…

Quantum Physics · Physics 2024-08-08 Michael J. Kewming , Anthony Kiely , Steve Campbell , Gabriel T. Landi

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

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…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

The ``first passage-time'' (FPT) problem is an important problem with a wide range of applications in mathematics, physics, biology and finance. Mathematically, such a problem can be reduced to estimating the probability of a (stochastic)…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Di Zhang , Roderick V. N. Melnik

In this paper, we investigate random walks in a family of small-world trees having an exponential degree distribution. First, we address a trapping problem, that is, a particular case of random walks with an immobile trap located at the…

Statistical Mechanics · Physics 2011-08-25 Zhongzhi Zhang , Xintong Li , Yuan Lin , Guanrong Chen

The mean first passage time~(MFPT) of random walks is a key quantity characterizing dynamic processes on disordered media. In a random fractal embedded in the Euclidean space, the MFPT is known to obey the power law scaling with the…

Statistical Mechanics · Physics 2023-12-07 Hyun-Myung Chun , Sungmin Hwang , Byungnam Kahng , Heiko Rieger , Jae Dong Noh

We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias…

Statistical Mechanics · Physics 2007-05-23 Govindan Rangarajan , Mingzhou Ding

The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…

Statistical Mechanics · Physics 2022-11-09 V. V. Ryazanov