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Related papers: First passage times with fast immigration

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Many biophysical processes begin when the fastest searcher finds a target out of many random searchers, which is called an extreme or fastest first passage time (fFPT). In some models, (i) the fFPT vanishes logarithmically as the number of…

Statistical Mechanics · Physics 2026-04-14 Sean D Lawley

In this paper we study some aspects of search for an immobile target by a swarm of N non-communicating, randomly moving searchers (numbered by the index k, k = 1, 2,..., N), which all start their random motion simultaneously at the same…

Statistical Mechanics · Physics 2011-07-01 C. Mejia-Monasterio , G. Oshanin , G. Schehr

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 design a method to optimize the global mean first-passage time (GMFPT) of multiple random walkers searching in complex networks for a general target, without specifying the property of the target node. According to the Laplace…

Physics and Society · Physics 2018-12-13 Mucong Ding , Kwok Yip Szeto

We present an analytical approximation scheme for the first passage time distribution on a finite interval of a random walker on a random forcing energy landscape. The approximation scheme captures the behavior of the distribution over all…

Statistical Mechanics · Physics 2010-09-23 Michael Sheinman , Olivier Bénichou , Raphaël Voituriez , Yariv Kafri

Anomalous subdiffusion characterizes transport in diverse physical systems and is especially prevalent inside biological cells. In cell biology, the prevailing model for chemical activation rates has recently changed from the first passage…

Probability · Mathematics 2020-10-26 Sean D Lawley

We determine the survival probability and first-passage time (FPT) to capture for a harmonically trapped particle, diffusing outside an absorbing spherical boundary by directly solving the differential equation for the survival probability.…

Mathematical Physics · Physics 2025-06-18 Tianyu Yuan , Ivan Surovtsev , Megan C. King , Simon G. J. Mochrie

The first-passage time (FPT) is a fundamental concept in stochastic processes, representing the time it takes for a process to reach a specified threshold for the first time. Often, considering a time-dependent threshold is essential for…

Probability · Mathematics 2024-12-23 Devika Khurana , Sascha Desmettre , Evelyn Buckwar

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

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

Statistical Mechanics · Physics 2009-11-11 S Condamin , O. Benichou , M. Moreau

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

We study analytically an intermittent search process in one dimension. There is an immobile target at the origin and a searcher undergoes a discrete time jump process starting at $x_0\geq0$, where successive jumps are drawn independently…

Statistical Mechanics · Physics 2014-12-02 Lukasz Kusmierz , Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

Tracking the movement of tracer particles has long been a strategy for uncovering complex structures. Here, we study discrete-time random walks on finite Cayley trees to infer key parameters such as tree depth and geometric bias toward the…

Statistical Mechanics · Physics 2025-12-01 Fabian H. Kreten , Ludger Santen , Reza Shaebani

First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…

Statistical Mechanics · Physics 2025-01-08 Rick Bebon , Aljaz Godec

We derive the asymptotic first passage time (FPT) distribution for space-dependent variable-order time-fractional diffusion, where the fractional exponent $\alpha(x)$ varies with position. For any sufficiently smooth $\alpha(x)$ on a finite…

Statistical Mechanics · Physics 2026-04-16 Wancheng Li , Daniel S. Han

We apply the theory of continuous time random walks to study some aspects of the extreme value problem applied to financial time series. We focus our attention on extreme times, specifically the mean exit time and the mean first-passage…

Other Condensed Matter · Physics 2008-12-02 Jaume Masoliver , Miquel Montero , Josep Perello

We investigate the large deviation probabilities of first passage times (FPT) of discrete-time supercritical non-lattice branching random walks (BRWs) in $\mathbb{R}^d$ where $d\geq 1$. The FPT refers to the first time the BRW enters a ball…

Probability · Mathematics 2025-08-21 Jose Blanchet , Wei Cai , Shaswat Mohanty , Zhenyuan Zhang

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

For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given…

Statistical Mechanics · Physics 2019-10-15 V. V. Palyulin , G. Blackburn , M. A. Lomholt , N. W. Watkins , R. Metzler , R. Klages , A. V. Chechkin

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

Statistical Mechanics · Physics 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin