English
Related papers

Related papers: Beyond average: heterogeneous first-passage dynami…

200 papers

First passage time statistics in disordered systems exhibiting scale invariance are studied widely. In particular, long trapping times in energy or entropic traps are fat-tailed distributed, which slow the overall transport process. We…

Statistical Mechanics · Physics 2023-09-26 Marc Höll , Alon Nissan , Brian Berkowitz , Eli Barkai

Stochastic processes under resetting at random times have attracted a lot of attention in recent years and served as illustrations of nontrivial and interesting static and dynamic features of stochastic dynamics. In this paper, we aim to…

Statistical Mechanics · Physics 2025-06-18 Yating Wang , Hanshuang Chen

Aging, the dependence of the dynamics of a physical process on the time $t_a$ since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of…

Statistical Mechanics · Physics 2014-12-24 Henning Kruesemann , Aljaz Godec , Ralf Metzler

The strategy of stochastic resetting is known to expedite the first passage to a target, in diffusive systems. Consequently, the mean first passage time is minimized at an optimal resetting parameter. With Poisson resetting, vanishing…

Soft Condensed Matter · Physics 2023-03-08 Saeed Ahmad , Dibyendu Das

Properties of stochastic systems are defined by the noise type and deterministic forces acting on the system. In out-of-equilibrium setups, e.g., for motions under action of L\'evy noises, the existence of the stationary state is not only…

Statistical Mechanics · Physics 2023-06-21 Przemysław Pogorzelec , Bartłomiej Dybiec

An encounter-based approach consists in using the boundary local time as a proxy for the number of encounters between a diffusing particle and a target to implement various surface reaction mechanisms on that target. In this paper, we…

Statistical Mechanics · Physics 2023-10-03 Ziyad Benkhadaj , Denis S. Grebenkov

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

Statistical Mechanics · Physics 2013-12-03 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

We study a one-dimensional gas of $N$ Brownian particles that diffuse independently but are simultaneously reset whenever any of them reaches a fixed threshold located at $L > 0$. For any $N > 2$, the system reaches a non-equilibrium…

Statistical Mechanics · Physics 2026-02-18 Marco Biroli , Satya N. Majumdar , Gregory Schehr

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

Probability · Mathematics 2009-02-16 Charles Bordenave , David McDonald , Alexandre Proutiere

We study stochastic resetting of a probe particle in a viscoelastic environment where only the probe is reset while the medium retains memory of its past dynamics. Using a minimal model with finite correlation time, we analyze the…

Statistical Mechanics · Physics 2026-03-19 Ion Santra , Debankur Das

Time evolution in several classes of quantum devices is generated through the application of quantum gates. Resetting is a critical technological feature in these systems allowing for mid-circuit measurement and complete or partial qubit…

Quantum Physics · Physics 2025-05-14 Sascha Wald , Louie Hong Yao , Thierry Platini , Chris Hooley , Federico Carollo

We study the behaviour of a Symmetric Exclusion Process (SEP) in presence of stochastic resetting where the configuration of the system is reset to a step-like profile with a fixed rate $r.$ We show that the presence of resetting affects…

Statistical Mechanics · Physics 2019-10-16 Urna Basu , Anupam Kundu , Arnab Pal

The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…

Statistical Mechanics · Physics 2023-10-10 Kristian Stølevik Olsen

This study examines the dynamics of a tracer particle diffusing in a nonequilibrium medium under stochastic resetting. The nonequilibrium state is induced by harmonic coupling between the tracer and bath particles, generating memory effects…

Statistical Mechanics · Physics 2025-02-04 Koushik Goswami

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello

Stochastic resetting -- the intermittent restart of random processes -- has profoundly reshaped first-passage theory, providing a mechanism to control and optimize completion times. While the influence of resetting on mean first-passage…

Probability · Mathematics 2026-03-27 Juan Antonio Vega Coso

First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…

Statistical Mechanics · Physics 2026-04-06 Maria R. D'Orsogna , Alan E. Lindsay , Thomas Hillen

Often sharp changes in cellular behavior are triggered by thresholded events, i.e., by the attainment of a threshold value of a relevant cellular or molecular dynamical variable. Since the governing variable itself typically undergoes noisy…

Statistical Mechanics · Physics 2015-03-03 Srividya Iyer-Biswas , Anton Zilman

As has long been known to computer scientists, the performance of probabilistic algorithms characterized by relatively large runtime fluctuations can be improved by applying a restart, i.e., episodic interruption of a randomized…

Statistical Mechanics · Physics 2023-06-21 Dmitry Starkov , Sergey Belan