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We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…

Statistical Mechanics · Physics 2023-02-22 Samantha Linn , Sean D Lawley

We study the statistical properties of first-passage time functionals of a one dimensional Brownian motion in the presence of stochastic resetting. A first-passage functional is defined as $V=\int_0^{t_f} Z[x(\tau)]$ where $t_f$ is the…

Statistical Mechanics · Physics 2022-06-08 Prashant Singh , Arnab Pal

We derive general bounds on the probability that the empirical first-passage time $\overline{\tau}_n\equiv \sum_{i=1}^n\tau_i/n$ of a reversible ergodic Markov process inferred from a sample of $n$ independent realizations deviates from the…

Statistical Mechanics · Physics 2023-12-12 Rick Bebon , Aljaž Godec

We study the statistics of the first-passage time of a single run and tumble particle (RTP) in one spatial dimension, with or without resetting, to a fixed target located at $L>0$. First, we compute the first-passage time distribution of a…

Statistical Mechanics · Physics 2023-03-20 Gennaro Tucci , Andrea Gambassi , Satya N. Majumdar , Gregory Schehr

We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…

Statistical Mechanics · Physics 2012-04-30 Eugenio Urdapilleta

A general theory is derived for the moments of the first passage time of a one-dimensional Markov process in presence of a weak time-dependent forcing. The linear corrections to the moments can be expressed by quadratures of the potential…

Statistical Mechanics · Physics 2009-11-10 Benjamin Lindner

We consider the directed first passage percolation model on ${\bf Z}^2$. In this model, we assign independently to each edge $e$ a passage time $t(e)$ with a common distribution $F$. We denote by $\vec{T}({\bf 0}, (r,\theta))$ the passage…

Probability · Mathematics 2008-03-10 Yu Zhang

We investigate the moderate and large deviations in first-passage percolation (FPP) with bounded weights on $\mathbb{Z}^d$ for $d \geq 2$. Write $T(\mathbf{x}, \mathbf{y})$ for the first-passage time and denote by $\mu(\mathbf{u})$ the time…

Probability · Mathematics 2025-12-04 Wai-Kit Lam , Shuta Nakajima

In this paper we continue our study of exit times for random walks with independent but not necessarily identical distributed increments. Our paper "First-passage times for random walks with non-identically distributed increments" was…

Probability · Mathematics 2021-01-01 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

We determine the asymptotic speed of the first-passage percolation process on some ladder-like graphs (or width-2 stretches) when the times associated with different edges are independent and exponentially distributed but not necessarily…

Probability · Mathematics 2011-02-24 Henrik Renlund

We study the diffusive motion of a test particle in a two-dimensional comb structure consisting of a main backbone channel with continuously distributed side branches, in the presence of stochastic Markovian resetting to the initial…

Statistical Mechanics · Physics 2021-05-19 R. K. Singh , T. Sandev , A. Iomin , R. Metzler

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…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

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…

Statistical Mechanics · Physics 2025-01-08 Rick Bebon , Aljaz Godec

There are numerous examples of natural and artificial processes that represent stochastic sequences of events followed by an absolute refractory period during which the occurrence of a subsequent event is impossible. In the simplest case of…

Neurons and Cognition · Quantitative Biology 2022-01-24 A. V. Paraskevov , A. S. Minkin

Let $0<a<b<\infty$ be fixed scalars. Assign independently to each edge in the lattice $\mathbb{Z}^2$ the value $a$ with probability $p$ or the value $b$ with probability $1-p$. For all $u,v\in\mathbb{Z}^2$, let $T(u,v)$ denote the first…

Probability · Mathematics 2007-05-23 J. E. Yukich , Yu Zhang

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…

Probability · Mathematics 2021-02-22 Shuta Nakajima

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

We study the mean time for a random walk to traverse between two arbitrary sites of the Erdos-Renyi random graph. We develop an effective medium approximation that predicts that the mean first-passage time between pairs of nodes, as well as…

Statistical Mechanics · Physics 2009-11-10 V. Sood , S. Redner , D. ben-Avraham

The estimates on the fluctuations of first-passsage percolation due to Talagrand (a tail bound) and Benjamini--Kalai--Schramm (a sublinear variance bound) are transcribed into the positive-temperature setting of random Schroedinger…

Mathematical Physics · Physics 2014-01-07 Sasha Sodin

The aim of this paper is to generalize the well-known asymptotic shape result for first-passage percolation on $\Zd$ to first-passage percolation on a random environment given by the infinite cluster of a supercritical Bernoulli percolation…

Probability · Mathematics 2007-05-23 Olivier Garet , Regine Marchand
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