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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…

统计力学 · 物理学 2024-07-03 Daniel Marris , Luca Giuggioli

We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…

A random walk (or a Wiener process), possibly with drift, is observed in a noisy or delayed fashion. The problem considered in this paper is to estimate the first time \tau the random walk reaches a given level. Specifically, the p-moment…

信息论 · 计算机科学 2012-03-22 Marat V. Burnashev , Aslan Tchamkerten

We explore the case of a group of random walkers looking for a target randomly located in space, such that the number of walkers is not constant but new ones can join the search, or those that are active can abandon it, with constant rates…

统计力学 · 物理学 2023-11-30 Daniel Campos , Vicenç Méndez

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so called mean first passage time (MFPT) problem. The…

统计力学 · 物理学 2015-06-11 Aljaz Godec , Ralf Metzler

We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory…

统计力学 · 物理学 2013-05-06 T. G. Mattos , C. Mejía-Monasterio , R. Metzler , G. Oshanin , G. Schehr

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

统计力学 · 物理学 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

Given a Gaussian random walk (or a Wiener process), possibly with drift, observed through noise, we consider the problem of estimating its first-passage time $\tau_\ell$ of a given level $\ell$ with a stopping time $\eta$ defined over the…

统计理论 · 数学 2015-03-17 Marat Burnashev , Aslan Tchamkerten

What is the fastest way of finding a randomly hidden target? This question of general relevance is of vital importance for foraging animals. Experimental observations reveal that the search behaviour of foragers is generally intermittent:…

统计力学 · 物理学 2009-11-11 O. Benichou , M. Coppey , M. Moreau , P-H. Suet , R. Voituriez

We present analytical results for the distribution of first-passage (FP) times of random walks (RWs) on random regular graphs that consist of $N$ nodes of degree $c \ge 3$. Starting from a random initial node at time $t=0$, at each time…

统计力学 · 物理学 2022-11-28 Ido Tishby , Ofer Biham , Eytan Katzav

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

统计力学 · 物理学 2009-11-10 Tonguç Rador , Sencer Taneri

We study experimentally, numerically and theoretically the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius $R_{\text tol}$, a target at a distance $L$…

统计力学 · 物理学 2022-02-08 Felix Faisant , Benjamin Besga , Artyom Petrosyan , Sergio Ciliberto , Satya N. Majumdar

We consider the first-passage problem for $N$ identical independent particles that are initially released uniformly in a finite domain $\Omega$ and then diffuse toward a reactive area $\Gamma$, which can be part of the outer boundary of…

统计力学 · 物理学 2021-10-14 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…

概率论 · 数学 2019-12-10 Sean D Lawley

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…

统计力学 · 物理学 2023-12-12 Rick Bebon , Aljaž Godec

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

统计力学 · 物理学 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widepsread. This deviation from brownian motion is usually characterized by a sublinear time dependence of the mean…

统计力学 · 物理学 2009-11-13 S. Condamin , V. Tejedor , R. Voituriez , O. Benichou , J. Klafter

An efficient searcher needs to balance properly the tradeoff between the exploration of new spatial areas and the exploitation of nearby resources, an idea which is at the core of scale-free L\'evy search strategies. Here we study…

统计力学 · 物理学 2015-11-11 Daniel Campos , Frederic Bartumeus , E. P. Raposo , Vicenç Méndez

We study the random walk problem on a deterministic scale-free network, in the presence of a set of static, identical targets; due to the strong inhomogeneity of the underlying structure the mean first-passage time (MFPT), meant as a…

统计力学 · 物理学 2014-09-04 Elena Agliari , Raffaella Burioni , Alessandro Manzotti

A collection of identical and independent rare event first passage times is considered. The problem of finding the fastest out of $N$ such events to occur is called an extreme first passage time. The rare event times are singular and limit…

生物物理 · 物理学 2024-04-26 James MacLaurin , Jay M. Newby