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Related papers: Persistence and survival in equilibrium step fluct…

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We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…

Statistical Mechanics · Physics 2013-10-29 Carlos P. Espigares , Pedro L. Garrido , Pablo I. Hurtado

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

At finite concentrations of reacting molecules, kinetics of diffusion-controlled reactions is affected by intra-reactant interactions. As a result, multi-particle reaction statistics cannot be deduced from single-particle results. Here we…

Statistical Mechanics · Physics 2019-08-23 Tal Agranov , Baruch Meerson

This is a brief review of recent theoretical efforts to understand persistence in nonequilibrium systems. Some of the recent experimental results are also briefly mentioned. I also discuss recent generalizations of persistence in various…

Statistical Mechanics · Physics 2007-05-23 Satya N. Majumdar

The kinetics of monoatomic steps in diffusion-controlled crystal growth and evaporation processes are investigated analytically using a Green's function approach. Integro-differential equations of motion for the steps are derived; and a…

Condensed Matter · Physics 2009-10-22 Fong Liu , H. Metiu

Multiplicity fluctuations in limited segments of momentum space are calculated for a classical pion gas within the statistical model. Results for the grand canonical, canonical, and micro-canonical ensemble are obtained, compared and…

Nuclear Theory · Physics 2008-11-26 Michael Hauer

The encounter of diffusing entities underlies a wide range of natural phenomena. The dynamics of these first-passage dynamics are strongly influenced by confining geometries. Confinement modifies microscopic diffusion through conservative…

Soft Condensed Matter · Physics 2026-04-22 Guirec de Tournemire , Nicolas Fares , Yacine Amarouchene , Thomas Salez

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

Statistical Mechanics · Physics 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…

Statistical Mechanics · Physics 2009-10-31 Z. Toroczkai , G. Korniss , S. Das Sarma , R. K. P. Zia

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard

We study the fluctuations in equilibrium for a dynamics of rods with random length. This includes the classical hard rod elastic collisions, when rod lengths are constant and equal to a positive value. We prove that in the diffusive…

Mathematical Physics · Physics 2024-11-20 Pablo A. Ferrari , Stefano Olla

Motility is an essential factor for an organism's survival and diversification. With the advent of novel single-cell technologies, analytical frameworks and theoretical methods, we can begin to probe the complex lives of microscopic motile…

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

Statistical Mechanics · Physics 2011-09-08 Lamberto Rondoni , Carlos Mejia-Monasterio

We show that in the presence of spinodal instabilities which develop at a first order phase transition, the fluctuations of conserved charges can be as strong as those at the critical end point (CEP). In particular, the net baryon number…

High Energy Physics - Phenomenology · Physics 2008-11-26 C. Sasaki , B. Friman , K. Redlich

We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…

Statistical Mechanics · Physics 2026-01-12 Paul Menczel , Christian Flindt , Fredrik Brange , Franco Nori , Clemens Gneiting

Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered…

Statistical Finance · Quantitative Finance 2011-12-23 Josep Perelló , Mario Gutiérrez-Roig , Jaume Masoliver

Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…

Statistical Mechanics · Physics 2023-12-06 Yuval Scher , Shlomi Reuveni , Denis S. Grebenkov

We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…

Probability · Mathematics 2012-05-23 L. Avena , P. Thomann

We studied the step dynamics during crystal sublimation and growth in the limit of fast surface diffusion and slow kinetics of atom attachment-detachment at the steps. For this limit we formulate a model free of the quasi-static…

Chemical Physics · Physics 2009-11-13 Bogdan Ranguelov , Stoyan Stoyanov

We numerically examine the effect of thermal fluctuations on a first-order phase transition in 2+1 dimensions. By focusing on the expansion of a single bubble we are able to calculate changes in the bubble wall's velocity as well as changes…

High Energy Physics - Phenomenology · Physics 2009-10-28 Mark Abney