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相关论文: On the relationship between the mean first-passage…

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The mean first passage time, one of the important characteristics for a stochastic process, is often calculated assuming the observation time is infinite. However, in practice, the observation time, T, is always finite and the mean first…

统计力学 · 物理学 2020-04-22 Ji-Hyun Kim , Hunki Lee , Sanggeun Song , Hye Ran Koh , Jaeyoung Sung

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…

量子物理 · 物理学 2024-08-08 Michael J. Kewming , Anthony Kiely , Steve Campbell , Gabriel T. Landi

First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…

统计力学 · 物理学 2022-08-30 Hanshuang Chen , Guofeng Li , Feng Huang

The transport properties of discrete-time random walks on ring networks with deterministic shortcuts are investigated through analytical and numerical methods. The network consists of a periodic chain where each node is connected to its…

统计力学 · 物理学 2026-04-30 Oscar Ivan Torres Mena , Francisco J Sevilla

The first-passage time (FPT), i.e., the moment when a stochastic process reaches a given threshold value for the first time, is a fundamental mathematical concept with immediate applications. In particular, it quantifies the statistics of…

亚细胞过程 · 定量生物学 2018-12-05 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

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…

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

The mean first-passage time (MFPT) is one standard measure for the reaction time in thermally activated barrier-crossing processes. While the relationship between MFPTs and phenomenological rate coefficients is known for systems that…

统计力学 · 物理学 2024-03-12 Qingyuan Zhou , Roland R. Netz , Benjamin A. Dalton

An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for…

统计力学 · 物理学 2020-01-15 Babak Shotorban

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…

统计力学 · 物理学 2016-09-26 Aljaz Godec , Ralf Metzler

The first passage time (FPT) is a generic measure that quantifies when a random quantity reaches a specific state. We consider the FTP distribution in nonlinear stochastic biochemical networks, where obtaining exact solutions of the…

分子网络 · 定量生物学 2024-09-05 Changqian Rao , David Waxman , Wei Lin , Zhuoyi Song

For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…

系统与控制 · 计算机科学 2014-12-23 Cenk Oguz Saglam , Katie Byl

An ensemble of trajectories with dynamical activity and first-passage time (FPT) is considered in the context of the thermodynamics of trajectories. The relationship between the average FPT and the total change in entropy is determined,…

统计力学 · 物理学 2024-12-10 V. V. Ryazanov

Transport is an important function of networks. Studying transport efficiency sheds light on the dynamic processes occurring within various underlying structures and offers a wide range of applications. To construct networks with different…

混沌动力学 · 物理学 2025-03-27 Zhenhua Yuan , Junhao Peng , Long Gao

We analyze the diffusion of charged and neutral tracers suspended in an electrolyte embedded in a channel of varying cross-section. Making use of systematic approximations, the diffusion equation governing the motion of tracers is mapped…

软凝聚态物质 · 物理学 2016-02-17 Paolo Malgaretti , Ignacio Pagonabarraga , Miguel J Rubi

The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…

统计力学 · 物理学 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez

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…

统计力学 · 物理学 2025-03-21 Talia Baravi , David A. Kessler , Eli Barkai

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…

统计力学 · 物理学 2023-12-07 Hyun-Myung Chun , Sungmin Hwang , Byungnam Kahng , Heiko Rieger , Jae Dong Noh

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

Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…

统计力学 · 物理学 2018-01-24 Krzysztof Ptaszynski

The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…

统计力学 · 物理学 2018-01-30 Adrián A. Budini , Manuel O. Cáceres
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