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We establish the second-order moment asymptotics for a parabolic Anderson model $\partial_{t}u=(\Delta+\xi)u$ in the hyperbolic space with a regular, stationary Gaussian potential $\xi$. It turns out that the growth and fluctuation…

Probability · Mathematics 2025-06-26 Xi Geng , Weijun Xu

We consider standard first-passage percolation on $\Z^d$. Let $e_1$ be the first coordinate vector. Let $a(n)$ be the expected passage time from the origin to $ne_1$. In this short paper, we note that $a(n)$ is increasing under some strong…

Probability · Mathematics 2012-10-05 Jean-Baptiste Gouéré

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…

Statistical Mechanics · Physics 2023-01-11 Ivan Pompa-Garcia , Rodrigo Castilla , Ralf Metzler , Leonardo Dagdug

First-passage processes are pervasive across numerous scientific fields, yet a general framework for understanding their response to external perturbations remains elusive. While the fluctuation-dissipation theorem offers a complete linear…

Statistical Mechanics · Physics 2025-08-05 Tommer D. Keidar , Shlomi Reuveni

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

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…

Mathematical Physics · Physics 2025-10-14 Lars Fritz

In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the sites and the rescaled values of exceedances. Here, the…

Probability · Mathematics 2026-04-14 Carolin Forster , Marco Oesting

The inverse first-passage time problem determines a boundary such that the first-passage time of a Wiener process to this boundary has a given distribution. An approximation which is based on the starting value of the boundary to a smooth…

Probability · Mathematics 2023-09-06 Yoann Potiron

The multifractal behavior of the normalized first passage time is investigated on the two dimensional Sierpinski gasket with both absorbing and reflecting barriers. The normalized first passage time for Sinai model and the logistic model to…

Statistical Mechanics · Physics 2009-10-31 Kyungsik Kim , J. S. Choi , Y. S. Kong

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

Probability · Mathematics 2008-11-18 Konstantin A. Borovkov , Andrew N. Downes

We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain, in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets…

Statistical Mechanics · Physics 2009-11-11 S. Condamin , O. Benichou

We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…

Statistical Mechanics · Physics 2025-12-01 Fazil Najeeb , Arnab Pal , V. V. Prasad

The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…

Statistical Mechanics · Physics 2018-01-30 Adrián A. Budini , Manuel O. Cáceres

An exact expression for the distribution of the area swept out by a drifted Brownian motion till its first-passage time is derived. A study of the asymptotic behaviour confirms earlier conjectures and clarifies their range of validity. The…

Statistical Mechanics · Physics 2009-11-13 Michael J. Kearney , Satya N. Majumdar , Richard J. Martin

We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias…

Statistical Mechanics · Physics 2007-05-23 Govindan Rangarajan , Mingzhou Ding

We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…

Statistical Mechanics · Physics 2022-08-31 Ohad Vilk , Michael Assaf , Baruch Meerson

We consider the standard model of i.i.d. first passage percolation on $\mathbb{Z}^d$ given a distribution $G$ on $[0,+\infty]$ ($+\infty$ is allowed). When $G([0,+\infty]) < p_c(d)$, it is known that the time constant $\mu_G$ exists. We are…

Probability · Mathematics 2021-01-29 Raphaël Cerf , Barbara Dembin

We consider the Constrained-degree percolation model on the hypercubic lattice, $\mathbb L^d=(\mathbb Z^d,\mathbb E^d)$ for $d\geq 3$. It is a continuous time percolation model defined by a sequence, $(U_e)_{e\in\mathbb E^d}$, of i.i.d.…

Probability · Mathematics 2023-01-03 Ivailo Hartarsky , Bernardo N. B. de Lima

In this paper we consider the one-dimensional dynamical evolution of a particle traveling at constant speed and performing, at a given rate, random reversals of the velocity direction. The particle is subject to stochastic resetting,…

Statistical Mechanics · Physics 2021-10-25 Mattia Radice

We consider a general class of maps of the interval having Lyapunov subexponential instability $|\delta x_{t}|\sim|\delta x_{0}|\exp[\Lambda_{t}(x_{0})\zeta(t)]$, where $\zeta(t)$ grows sublinearly as $t\rightarrow\infty$. We outline here a…

Chaotic Dynamics · Physics 2014-10-22 Pierre Nazé , Roberto Venegeroles