Related papers: First Passage through a Continuous Barrier: Pathwi…
We study first-hitting times in Differential Evolution (DE) through a conditional hazard frame work. Instead of analyzing convergence via Markov-chain transition kernels or drift arguments, we ex press the survival probability of a…
We study a McKean--Vlasov equation arising from a mean-field model of a particle system with positive feedback. As particles hit a barrier they cause the other particles to jump in the direction of the barrier and this feedback mechanism…
First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to…
We develop a method based on martingales to study first-passage problems of time-additive observables exiting an interval of finite width in a Markov process. In the limit that the interval width is large, we derive generic expressions for…
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…
The general, multidimensional barrier crossing problem for diffusive processes under the action of conservative forces is studied with the goal of developing tractable approximations. Particular attention is given to the effect of different…
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…
Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…
We study first passage percolation on the configuration model. Assuming that each edge has an independent exponentially distributed edge weight, we derive explicit distributional asymptotics for the minimum weight between two randomly…
In this second paper, we prove a necessity Theorem about the topological origin of phase transitions. We consider physical systems described by smooth microscopic interaction potentials V_N(q), among N degrees of freedom, and the associated…
This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…
Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world…
For many stochastic processes, the probability $S(t)$ of not-having reached a target in unbounded space up to time $t$ follows a slow algebraic decay at long times, $S(t)\sim S_0/t^\theta$. This is typically the case of symmetric compact…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…
In this paper, we study the maximal edge-traversal time (simply we call maximal weight hereafter) on the optimal paths in the first passage percolation for several edge distributions, including the Pareto and Weibull distributions. It is…
We study the overshoot \(R_b=S_{\tau(b)}-b\) of a random walk with independent identically distributed increments from a standardised one-parameter exponential family, with primary emphasis on the small-drift regime \(\theta\downarrow0\).…
Recurrent Neural Network, Long Short-Term Memory, and Transformer have made great progress in predicting the trajectories of moving objects. Although the trajectory element with the surrounding scene features has been merged to improve…
We solve the linear advection-diffusion equation with a variable speed on a semi-infinite line. The variable speed is determined by an additional condition at the boundary, which models the dynamics of a contact line of a hydrodynamic flow…
We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…
The spectral gap of a Markov chain can be bounded by the spectral gaps of constituent "restriction" chains and a "projection" chain, and the strength of such a bound is the content of various decomposition theorems. In this paper, we…