相关论文: Application of the first-passage time method to tr…

We investigate the first-passage properties of nearest-neighbor hopping on a finite interval with disordered hopping rates. We develop an approach that relies on the backward equation, in conjunction with probability generating functions,…

Tipping is a phenomenon in multistable systems where small changes in inputs cause huge changes in outputs. When the parameter varies within a certain time scale, the rate will affect the tipping behaviors. These behaviors are undesirable…

We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…

This is a review of group entropy and its application to permutation complexity. Specifically we revisit a new approach to the notion of complexity in time serie analysis, based on both permutation entropy and group entropy. As a result,…

Events in mesoscopic systems often take place at first-passage times, as is for instance the case for a colloidal particle that escapes a metastable state. An interesting question is how much work an external agent has done on a particle…

Subdiffusion equation and molecule survival equation, both with Caputo fractional time derivatives with respect to another functions $g_1$ and $g_2$, respectively, are used to describe diffusion of a molecule that can disappear at any time…

The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…

In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…

Many problems in finance require the information on the first passage time (FPT) of a stochastic process. Mathematically, such problems are often reduced to the evaluation of the probability density of the time for such a process to cross a…

We consider a time dependent trap externally manipulated in such a way that one of its bound states is brought up towards the continuum threshold, and then down again. We evaluate the probability $P^{stay}$ for a particle, initially in a…

We address some inverse problems for the first-passage place and the first-passage time of a one-dimensional diffusion process $\mathcal X(t)$ with stochastic resetting, starting from an initial position $\mathcal X(0)= \eta ;$ this type of…

In this paper we continue our study of exit times for random walks with independent but not necessarily identical distributed increments. Our paper "First-passage times for random walks with non-identically distributed increments" was…

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…

Maximum-entropy ensembles are key primitives in statistical mechanics from which thermodynamic properties can be derived. Over the decades, several approaches have been put forward in order to justify from minimal assumptions the use of…

Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…

We study a first passage time of a L\'evy process over a positive constant level. In the spectrally negative case we give conditions for absolutely continuity of the distributions of the first passage times. The tail asymptotics of their…

Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…

A local criterion of topological phase transitions is established based on the Morse theory: a topological phase transition occurs when the count of Morse critical points of the order function changes. The locations in space where this…

Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…