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We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties…

Statistical Mechanics · Physics 2018-10-31 Oriol Artime , Nagi Khalil , Raul Toral , Maxi San Miguel

The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

Feynman's path integral approach is studied in the framework of the Wigner-Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which…

Mathematical Physics · Physics 2024-01-30 Georg Junker

We consider the problem of computing, for a detector surface waiting for a quantum particle to arrive, the probability distribution of the time and place at which the particle gets detected, from the initial wave function of the particle in…

Quantum Physics · Physics 2022-07-06 Roderich Tumulka

For a quantum-mechanically spread-out particle we investigate a method for determining its arrival time at a specific location. The procedure is based on the emission of a first photon from a two-level system moving into a laser-illuminated…

Quantum Physics · Physics 2009-11-07 J. A. Damborenea , I. L. Egusquiza , G. C. Hegerfeldt , J. G. Muga

We use the idea of a Wigner surmise to compute approximate distributions of the first eigenvalue in chiral Random Matrix Theory, for both real and complex eigenvalues. Testing against known results for zero and maximal non-Hermiticity in…

High Energy Physics - Theory · Physics 2010-02-16 G. Akemann , E. Bittner , M. J. Phillips , L. Shifrin

In 1965, Feynman wrote of using a lattice containing one dimension of space and one dimension of time to derive aspects of quantum mechanics. Instead of summing the behavior of all possible paths as he did, this paper will consider the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Edward Hanna

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

The perturbation of the Dirac sea to first order in the external potential is calculated in an expansion around the light cone. It is shown that the perturbation consists of a causal contribution, which describes the singular behavior of…

High Energy Physics - Theory · Physics 2014-01-28 Felix Finster

Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries. This quantity depends on the joint density of the first passage time of the first…

Probability · Mathematics 2017-01-26 Laura Sacerdote , Massimiliano Tamborrino , Cristina Zucca

In this paper, we correct an inaccurate result of previous works on the Feynman propagator in position space of a free Dirac field in (3+1)-dimensional spacetime, and we derive the generalized analytic formulas of both the scalar Feynman…

Mathematical Physics · Physics 2010-11-02 Hong-Hao Zhang , Kai-Xi Feng , Si-Wei Qiu , An Zhao , Xue-Song Li

These notes are devoted to fluctuations of one-dimensional random walks. We discuss various approaches to first-passage times and to the corresponding conditional distributions. After discussion of some classical methods, such as reflection…

Probability · Mathematics 2026-02-23 Denis Denisov , Vitali Wachtel

The mean arrival time of free particles is computed using the quantum probability current. This is uniquely determined in the non-relativistic limit of Dirac equation, although the Schroedinger probability current has an inherent…

Quantum Physics · Physics 2009-11-10 Md. Manirul Ali , A. S. Majumdar , D. Home , S. Sengupta

This paper provides a theoretical framework of deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and chemical reaction. Very general forms of the…

Statistical Mechanics · Physics 2018-03-20 Ru Hou , Weihua Deng

We investigate some simple and surprising properties of a one-dimensional Brownian trajectory with diffusion coefficient $D$ that starts at the origin and reaches $X$ either: (i) at time $T$ or (ii) for the first time at time $T$. We…

Data Analysis, Statistics and Probability · Physics 2016-11-22 Uttam Bhat , S. Redner

In this article we present an analytic solution of the famous problem of diffraction and interference of electrons through one and two slits (for simplicity, only the one-dimensional case is considered). In addition to exact formulas, we…

Quantum Physics · Physics 2015-10-30 Mathieu Beau

Localization of relativistic particles have been of great research interests over many decades. We investigate the time evolution of the Gaussian wave packets governed by the one dimensional Dirac equation. For the free Dirac equation, we…

Quantum Physics · Physics 2016-05-09 Atis Yosprakob , Sujin Suwanna

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

Random walks, and in particular, their first passage times, are ubiquitous in nature. Using direct enumeration of paths, we find the first return time distribution of a 1D random walker, which is a heavy-tailed distribution with infinite…

Statistical Mechanics · Physics 2016-02-10 Sarah Kostinski , Ariel Amir

Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…

Quantum Physics · Physics 2013-07-16 Fabrice Debbasch , Giuseppe Di Molfetta , David Espaze , Vincent Foulonneau