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We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…

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

Under typical scaling, the last passage time field of the directed last passage percolation model with exponential site distributions converges to the KPZ fixed point. In this paper, we consider an atypical scenario in which the last…

Probability · Mathematics 2025-08-14 Jinho Baik , Dylan Cordaro , Tejaswi Tripathi

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…

Statistical Mechanics · Physics 2025-05-13 V. V. Ryazanov

The study of fluctuation-induced transport is concerned with the directed motion of particles on a substrate when subjected to a fluctuating external field. Work over the last two decades provides now precise clues on how the average…

Chaotic Dynamics · Physics 2017-03-24 G. P. Suarez , Miguel Hoyuelos , Dante R. Chialvo

By optimal fluctuation method, we study short-time distribution $P(\mathcal{A}=A)$ of the functionals, $\mathcal{A}=\int_{0}^{t_f} x^n(t) dt$, along constrained trajectories of random acceleration process for a given time duration $t_f$,…

Statistical Mechanics · Physics 2025-06-18 Hanshuang Chen , Lulu Tian , Guofeng Li

We use optimal fluctuation method for a new ballistic $\sigma$-model to study the long time dispersion of conductance $G(t)$ of a mesoscopic sample. In the long time limit the conductance of a $d$-dimensional sample decays as $\exp (-A…

Condensed Matter · Physics 2016-08-31 B. A. Muzykantskii , D. E. Khmelnitskii

Probability Distributions Functions (PDFs) of fluctuations of plasma edge parameters are skewed curves fairly different from normal distributions, whose shape appears almost independent of the plasma conditions and devices. We start from a…

Plasma Physics · Physics 2009-04-23 F. Sattin

We study the site version of (independent) first-passage percolation on the triangular lattice $\mathbb{T}$. Denote the passage time of the site $v$ in $\mathbb{T}$ by $t(v)$, and assume that $P(t(v)=0)=P(t(v)=1)=1/2$. Denote by $a_{0,n}$…

Probability · Mathematics 2014-03-18 Chang-Long Yao

Random acceleration is a fundamental stochastic process encountered in many applications. In the one-dimensional version of the process a particle is randomly accelerated according to the Langevin equation $\ddot{x}(t) = \sqrt{2D} \xi(t)$,…

Statistical Mechanics · Physics 2023-06-26 Baruch Meerson

We study first-passage percolation (FPP) on the square lattice. The model is defined using i.i.d. nonnegative random edge-weights $(t_e)$ associated to the nearest neighbor edges of $\mathbb{Z}^2$. The passage time between vertices $x$ and…

Probability · Mathematics 2023-08-22 Michael Damron , Jack Hanson , David Harper , Wai-Kit Lam

Using the geometric definition of the topological charge we decompose the path integral of 2-dimensional U(1) lattice gauge theory into topological sectors. In a Monte Carlo simulation we compute the average value of the action as well as…

High Energy Physics - Lattice · Physics 2009-10-30 C. R. Gattringer , I. Hip , C. B. Lang

In first-passage percolation on the integer lattice, the Shape Theorem provides precise conditions for convergence of the set of sites reachable within a given time from the origin, once rescaled, to a compact and convex limiting shape.…

Probability · Mathematics 2015-04-28 Daniel Ahlberg

First-passage percolation is a random growth model defined using i.i.d. edge-weights $(t_e)$ on the nearest-neighbor edges of $\mathbb{Z}^d$. An initial infection occupies the origin and spreads along the edges, taking time $t_e$ to cross…

Probability · Mathematics 2017-09-28 Michael Damron , Jack Hanson , Wai-Kit Lam

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

For rotationally invariant first passage percolation (FPP) on the plane, we use a multi-scale argument to prove stretched exponential concentration of the first passage times at the scale of the standard deviation. Our results are proved…

Probability · Mathematics 2023-12-22 Riddhipratim Basu , Vladas Sidoravicius , Allan Sly

We prove exponential concentration in i.i.d. first-passage percolation in $Z^d$ for all $d \geq 2$ and general edge-weights $(t_e)$. Precisely, under an exponential moment assumption $E e^{\alpha t_e}< \infty$ for some $\alpha>0$) on the…

Probability · Mathematics 2014-11-27 Michael Damron , Jack Hanson , Philippe Sosoe

The percolation threshold for flow or conduction through voids surrounding randomly placed spheres is rigorously calculated. With large scale Monte Carlo simulations, we give a rigorous continuum treatment to the geometry of the…

Disordered Systems and Neural Networks · Physics 2012-08-02 D. J. Priour

We consider the evolution of a connected set on the plane carried by a periodic incompressible stochastic flow. While for almost every realization of the random flow at time t most of the particles are at a distance of order sqrt{t} away…

Probability · Mathematics 2007-05-23 Dmitry Dolgopyat , Vadim Kaloshin , Leonid Koralov

How long does it take a quantum particle to return to its origin? As shown previously under repeated projective measurements aimed to detect the return, the closed cycle yields a geometrical phase which shows that the average first detected…

Statistical Mechanics · Physics 2019-11-13 Ruoyu Yin , Klaus Ziegler , Felix Thiel , Eli Barkai

In this paper, we obtain optimal uniform lower tail estimates for the probability distribution of the properly scaled length of the longest up/right path of the last passage site percolation model considered by Johansson in [12]. The…

Probability · Mathematics 2007-05-23 Jinho Baik , Percy Deift , Ken McLaughlin , Peter Miller , Xin Zhou