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The first-passage time (FPT) of a stochastic signal to a threshold is a fundamental observable across physics, biology, and finance. While renewal shot noise is a canonical model for such signals, analytical results for its FPT have…

Statistical Mechanics · Physics 2026-02-24 Julien Brémont

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

There remains the old question of how long a quantum particle takes to tunnel through a potential barrier higher than its incident kinetic energy. In this article a solution of the question is proposed on the basis of a realistic…

Quantum Physics · Physics 2007-06-26 Wang Guowen

With nontrivial entropy production, first passage process is one of the most common nonequilibrium process in stochastic thermodynamics. Using one dimensional birth and death precess as a model framework, approximated expressions of mean…

Statistical Mechanics · Physics 2021-08-04 Yunxin Zhang

We consider a Brownian particle diffusing in a one dimensional interval with absorbing end points. We study the ramifications when such motion is interrupted and restarted from the same initial configuration. We provide a comprehensive…

Statistical Mechanics · Physics 2019-04-01 Arnab Pal , V. V. Prasad

The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…

Quantum Physics · Physics 2024-08-08 Michael J. Kewming , Anthony Kiely , Steve Campbell , Gabriel T. Landi

Coulomb fission mechanism may take place if the maximum Coulomb-excitation energy transfer in a reaction exceeds the fission barrier of either the projectile or target. This condition is satisfied by all the reactions used for the earlier…

The decay of a metastable system is described by extending Kramers' method to the quantal regime. For temperatures above twice the crossover value we recover the result known from applying Euclidean path integrals to solvable models. Our…

Nuclear Theory · Physics 2009-10-22 Helmut Hofmann , Gert-Ludwig Ingold , Markus H. Thoma

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…

Biological Physics · Physics 2021-05-26 Matthew J Simpson , Daniel J Vandenheuvel , Joshua M Wilson , Scott W McCue , Elliot J Carr

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

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov

The mean first passage time~(MFPT) of random walks is a key quantity characterizing dynamic processes on disordered media. In a random fractal embedded in the Euclidean space, the MFPT is known to obey the power law scaling with the…

Statistical Mechanics · Physics 2023-12-07 Hyun-Myung Chun , Sungmin Hwang , Byungnam Kahng , Heiko Rieger , Jae Dong Noh

We suggest a small set of fission observables to be used as test cases for validation of theoretical calculations. The purpose is to provide common data to facilitate the comparison of different fission theories and models. The proposed…

Nuclear Theory · Physics 2016-01-26 G. F. Bertsch , W. Loveland , W. Nazarewicz , P. Talou

The global first passage time density of a network is the probability that a random walker released at a random site arrives at an absorbing trap at time T. We find simple expressions for the mean global first passage time <T> for five…

Statistical Mechanics · Physics 2008-09-04 C. P. Haynes , A. P. Roberts

How much time does it take for a fluctuating system, such as a polymer chain, to reach a target configuration that is rarely visited -- typically because of a high energy cost ? This question generally amounts to the determination of the…

Statistical Mechanics · Physics 2020-03-18 Nicolas Levernier , Olivier Bénichou , Raphaël Voituriez , Thomas Guérin

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

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

Probability · Mathematics 2007-08-28 A. N. Downes , K. Borovkov

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

For random walks on networks (graphs), it is a theoretical challenge to explicitly determine the mean first-passage time (MFPT) between two nodes averaged over all pairs. In this paper, we study the MFPT of random walks in the famous…

Statistical Mechanics · Physics 2009-10-27 Zhongzhi Zhang , Yuan Lin , Shuigeng Zhou , Bin Wu , Jihong Guan
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