Related papers: Persistence and survival in equilibrium step fluct…
In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…
The temporal evolution of equilibrium fluctuations for surface steps of monoatomic height is analyzed studying one-dimensional solid-on-solid models. Using Monte Carlo simulations, fluctuations due to periphery-diffusion (PD) as well as due…
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…
General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general…
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
We report numerical and analytic results for the spatial survival probability for fluctuating one-dimensional interfaces with Edwards-Wilkinson or Kardar-Parisi-Zhang dynamics in the steady state. Our numerical results are obtained from…
We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…
We report the results of analytic and numerical investigations of the time scale of survival or non-zero-crossing probability $S(t)$ in equilibrium step fluctuations described by Langevin equations appropriate for attachment/detachment and…
A fluctuation theorem is examined for the first-passage time of a biomolecular machine (e.g., a motor protein or an enzyme) in a nonequilibrium steady-state. For such machines in which the driven, observable process is coupled to a hidden…
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…
Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…
The effects of sampling rate and total measurement time have been determined for single-point measurements of step fluctuations within the context of first-passage properties. Time dependent STM has been used to evaluate step fluctuations…
First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…
The extent to which biological interfaces affect the dynamics of water plays a key role in the exchange of matter and chemical interactions that are essential for life. The density and the mobility of water molecules depend on their…
How long a stochastic process survives before leaving a domain depends not only on its intrinsic dynamics but also on how it is observed. Classical first-passage theory assumes continuous monitoring with absorbing boundaries…
Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface…
We study the temporal fluctuations in time-dependent stock prices (both individual and composite) as a stochastic phenomenon using general techniques and methods of nonequilibrium statistical mechanics. In particular, we analyze stock price…
We study the first-passage properties of a jump process with constant drift where jump amplitudes and inter-arrival times follow arbitrary light-tailed distributions with smooth densities. Using a mapping to an effective discrete-time…