Related papers: Computing Large Deviations of First-Passage-Time S…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
The Schr\"odinger integral-equation approach for calculating the classical first-passage time (C-fpt) probability density is extended to the case of quantum first-passage time (Q-fpt). Using this extension, we have calculated analytically…
We propose a new model for a measurement of a characteristic of a microscopic quantum state by a large system that selects stochastically the different eigenstates with appropriate quantum weights. Unlike previous works which formulate a…
We present a first principle approach to obtain analytical predictions for spherically-averaged cosmic densities in the mildly non-linear regime that go well beyond what is usually achieved by standard perturbation theory. A large deviation…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…
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…
Thermodynamics of trajectories promises to make possible the thorough analysis of the dynamical properties of an open quantum system, a sought-after goal in modern physics. Unfortunately, calculation of the relevant quantities presents…
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…
We present general methods to exactly calculate mean-first passage quantities on self-similar networks defined recursively. In particular, we calculate the mean first-passage time and the splitting probabilities associated to a source and…
We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…
The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study…
Using a microscopic model for stochastic transport through a single quantum dot that is modified by the Coulomb interaction of environmental (weakly coupled) quantum dots, we derive generic properties of the full counting statistics for…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
Two-dimensional turbulent flows, and to some extent, geophysical flows, are systems with a large number of degrees of freedom, which, albeit fluctuating, exhibit some degree of organization: coherent structures emerge spontaneously at large…
We consider the standard first passage percolation model on $\mathbb Z^d$ with bounded and bounded away from zero weights. We show that the rescaled passage time $\widetilde{\mathbf T}_{n,X}$ restricted to a compact set $X$ satisfies a…
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…
We present an efficient approach, based on a number-conditioned master equation, for large-deviation analysis in mesoscopic transports. Beyond the conventional full-counting-statistics study, the large-deviation approach encodes complete…
We develop novel numerical methods and perturbation approaches to determine the mean first passage time (MFPT) for a Brownian particle to be captured by either small stationary or mobile traps inside a bounded 2-D confining domain. Of…
Key non-Gaussian properties of cosmological fields can be captured by their one-point statistics, providing a complement to two-point statistical measurements from power spectra or correlation functions. Large deviation theory can robustly…