Related papers: Computing Large Deviations of First-Passage-Time S…
Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…
The quantum first-detection problem concerns the statistics of the time at which a system, subject to repeated measurements, is observed in a prescribed target state for the first time. Unlike its classical counterpart, the measurement back…
In open quantum systems, the Liouvillian gap characterizes the relaxation time toward the steady state. However, accurately computing this quantity is notoriously difficult due to the exponential growth of the Hilbert space and the…
We develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics $d\mathbf{X}_t = a(\mathbf{X}_t)dt + \mathbf{b}(\mathbf{X}_t)d\mathbf{W}_t$. We formulate descriptions…
We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose…
For a one-dimensional Wiener process with stochastic resetting ${\cal X}(t)$, obtained from an underlying Wiener process $X(t),$ we study the statistical properties of its first-passage time through zero, when starting from $x>0,$ and its…
First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…
We consider compartmental models in epidemiology. For the study of the divergence of the stochastic model from its corresponding deterministic limit (i.e., the solution of an ODE) for long time horizon, a large deviations principle suggests…
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…
This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method relies on a Laguerre-Gamma polynomial approximation and…
We present a quantum algorithm for efficiently sampling transformed Gaussian random fields on $d$-dimensional domains, based on an enhanced version of the classical moving average method. Pointwise transformations enforcing boundedness are…
This article introduces two techniques for computing the distribution of the absorption or first passage time of the drifted Wiener diffusion subject to Poisson resetting times, to an upper hard wall barrier and to a lower absorbing…
We consider the problem of determining the arrival statistics of unbiased planar random walkers to complex target configurations. In contrast to problems posed in finite domains, simple moments of the distribution, such as the mean (MFPT)…
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…
In this paper we introduce a diagnostic for measuring the quantum-classical difference for open quantum systems, which is the normalized size of the quantum terms in the Master equation for Wigner function evolution. For a driven Duffing…
Motivated by a range of biological applications related to the transport of molecules in cells, we present a modular framework to treat first-passage problems for diffusion in partitioned spaces. The spatial domains can differ with respect…
We investigate a tight binding quantum walk on a graph. Repeated stroboscopic measurements of the position of the particle yield a measured "trajectory", and a combination of classical and quantum mechanical properties for the walk are…
The two main approaches to quantum computing are gate-based computation and analog computation, which are polynomially equivalent in terms of complexity, and they are often seen as alternatives to each other. In this work, we present a…
We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…
A semi-Markov process method for obtaining general counting statistics for open quantum systems is extended to the scenario of resetting. The simultaneous presence of random resets and wave function collapses means that the quantum jump…