相关论文: How a finite potential barrier decreases the mean …
We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimised by introduction of a piecewise linear potential barrier. Analytical…
A schematic model of over-damped motion is presented which permits one to calculate the mean first passage time for nuclear fission. Its asymptotic value may exceed considerably the lifetime suggested by Kramers rate formula, which applies…
An approximate method for studying activation over a fluctuating barrier of potential is proposed. It involves considering separately the slow and fast components of barrier fluctuations, and it applies for any value of their correlation…
We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…
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…
We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position,…
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…
We present an analytical approximation scheme for the first passage time distribution on a finite interval of a random walker on a random forcing energy landscape. The approximation scheme captures the behavior of the distribution over all…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only…
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…
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…
We propose an approach for estimating the probability that a given small target, among many, will be the first to be reached in a molecular dynamics simulation. Reaching small targets out of a vast number of possible configurations…
The concept of a mean first passage time is used to study the time lapse over which a fissioning system may emit light particles. The influence of the "transient" and "saddle to scission times" on this emission are critically examined. It…
Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…
How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…
In this paper we analyze a L\'evy process reflected at a general (possibly random) barrier. For this process we prove Central Limit Theorem for the first passage time. We also give the finite-time first passage probability asymptotics.
The properties of the mean first passage time in a system characterized by multiple periodic attractors are studied. Using a transformation from a high dimensional space to 1D, the problem is reduced to a stochastic process along the path…
There are known expressions to calculate the moments of the first passage time in Markov chains. Nevertheless, it is commonly forgotten that in most applications the parameters of the Markov chain are constructed using estimates based upon…