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The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…

Statistical Mechanics · Physics 2026-01-19 Alexander K. Hartmann , Satya N. Majumdar , Gregory Schehr

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

In this paper, we analyze the mean first passage time (MFPT) for a single Brownian particle to find a stochastically-gated target under the additional condition that the position of the particle is reset to a fixed position $\x_r$ at a rate…

Statistical Mechanics · Physics 2020-10-28 Paul C Bressloff

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…

Statistical Mechanics · Physics 2017-04-26 Tooru Taniguchi , Shin-ichi Sawada

In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…

Statistical Mechanics · Physics 2020-06-24 Martin R. Evans , Satya N. Majumdar , Gregory Schehr

In this work a phenomenological stochastic differential equation is proposed to model the time evolution of the radius of a pre-critical molecular cluster during nucleation (the classical order parameter). Such a stochastic differential…

Chemical Physics · Physics 2013-10-25 Miguel A. Durán-Olivencia , Fermín Otálora

We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…

Probability · Mathematics 2019-07-25 Lorenzo Bertini , Gustavo Posta

We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…

Statistical Mechanics · Physics 2014-06-03 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

Probing deeper into the existing issues regarding the exit probability (EP) in one dimensional dynamical models, we consider several models where the states are represented by Ising spins and the information flows inwards. At zero…

Statistical Mechanics · Physics 2016-02-11 Parna Roy , Soham Biswas , Parongama Sen

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

We study the extreme value statistics of first-passage trajectories generating from a one-dimensional drifted Brownian motion subject to stochastic resetting to the starting point with a constant rate $r$. Each stochastic trajectory starts…

Statistical Mechanics · Physics 2025-06-18 Wusong Guo , Hao Yan , Hanshuang Chen

It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…

Statistical Mechanics · Physics 2008-03-04 Yu. E. Kuzovlev

We study the extreme value statistics of a one-dimensional resetting Brownian motion (RBM) till its first passage through the origin starting from the position $x_0$ ($>0$). By deriving the exit probability of RBM in an interval $\left[0, M…

Statistical Mechanics · Physics 2024-01-26 Wusong Guo , Hao Yan , Hanshuang Chen

We experimentally study a gas of $N = 8$ one-dimensional Brownian particles, each confined in a harmonic trap with identical stiffness. The stiffness switches simultaneously between two values at random Poissonian times. This collective…

Statistical Mechanics · Physics 2025-08-12 Marco Biroli , Sergio Ciliberto , Manas Kulkarni , Satya N. Majumdar , Artyom Petrosyan , Gregory Schehr

We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…

Probability · Mathematics 2017-08-10 Manuel Cabezas , Amir Dembo , Andrey Sarantsev , Vladas Sidoravicius

Stochastic resetting models diverse phenomena across numerous scientific disciplines. Current understanding stems from the renewal framework, which relates systems subject to global resetting to their non-resetting counterparts. Yet, in…

Statistical Mechanics · Physics 2021-03-10 Asaf Miron , Shlomi Reuveni

We study the position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the…

Statistical Mechanics · Physics 2021-04-20 Vijay Kumar , Onkar Sadekar , Urna Basu

The connection between absorbing boundary conditions and hard walls is well established in the mathematical literature for a variety of stochastic models, including for instance the Brownian motion. In this paper we explore this duality for…

Statistical Mechanics · Physics 2024-05-24 Mathis Guéneau , Léo Touzo

The analytical probability distribution of finite systems obeying Bose-Einstein statistics in one, two, and three dimensions are investigated by using a canonical ensemble approach. Starting from the canonical partition function of the…

Soft Condensed Matter · Physics 2007-05-23 Hongwei Xiong , Shujuan Liu , Guoxiang Huang , FengMin Wu , Zhijun Xu