English
Related papers

Related papers: First-return time in fractional kinetics

200 papers

We solve the problem of first-passage time for run-and-tumble particles in one dimension. Exact expression is derived for the mean first-passage time in the general case, considering external force-fields and chemotactic-fields, giving rise…

Statistical Mechanics · Physics 2015-06-29 L. Angelani , R. Di Leonardo , M. Paoluzzi

Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…

Statistical Mechanics · Physics 2009-10-02 Ingo Lohmar , Joachim Krug

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

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

Probability · Mathematics 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

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…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…

Statistical Mechanics · Physics 2010-06-28 D. Volovik , S. Redner

The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first…

Statistical Mechanics · Physics 2020-04-22 Ji-Hyun Kim , Hunki Lee , Sanggeun Song , Hye Ran Koh , Jaeyoung Sung

We investigate the average time for the earliest particle to hit a spherical absorber when a homogeneous gas of freely diffusing particles with density $\rho$ and diffusivity $D$ is prepared in a deterministic state and is initially…

Statistical Mechanics · Physics 2015-04-30 S. Redner , Baruch Meerson

For birth-and-death processes, we show that every initial distribution is reproduced from the first hitting time distribution. The reproduction is done by applying to the distribution function a differential operator defined through the…

Probability · Mathematics 2022-03-24 Kosuke Yamato , Kouji Yano

We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…

Statistical Mechanics · Physics 2022-01-05 Gaia Pozzoli , Benjamin De Bruyne

The statistics of steps and dwell times in reversible molecular motors differ from those of cycle completion in enzyme kinetics. The reason is that a step is only one of several transitions in the mechanochemical cycle. As a result,…

Biomolecules · Quantitative Biology 2015-11-10 Martin Lindén , Mats Wallin

There are two distinct perspectives on the quantum time-of-arrival: one can ask for the probability that a particle is found at the detector at a given time, regardless of whether it was previously detected, or for the probability that the…

Quantum Physics · Physics 2026-03-31 Mafalda Pinto Couto , Lorenzo Maccone , Lorenzo Catani , Simone Roncallo

Even after decades of research the problem of first passage time statistics for quantum dynamics remains a challenging topic of fundamental and practical importance. Using a projective measurement approach, with a sampling time $\tau$, we…

Statistical Mechanics · Physics 2017-04-05 Harel Friedman , David A. Kessler , Eli Barkai

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…

Probability · Mathematics 2016-11-29 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…

Probability · Mathematics 2021-12-28 Dario Fasino , Arianna Tonetto , Francesco Tudisco

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

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

We consider the quantum first detection problem for a particle evolving on a graph under repeated projective measurements with fixed rate $1/\tau$. A general formula for the mean first detected transition time is obtained for a quantum walk…

Statistical Mechanics · Physics 2020-07-29 Q. Liu , R. Yin , K. Ziegler , E. Barkai

Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…

Data Analysis, Statistics and Probability · Physics 2016-04-06 Xiaochao Wu , Weihua Deng , Eli Barkai

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu