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相关论文: The Thermodynamic Limit of Extreme First-Passage T…

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Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However,…

概率论 · 数学 2020-10-23 Sean D Lawley

Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…

概率论 · 数学 2025-02-18 Hwai-Ray Tung , Sean D Lawley

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

Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…

统计力学 · 物理学 2019-05-30 David Hartich , Aljaz Godec

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

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

统计力学 · 物理学 2026-03-09 Talia Baravi , Eli Barkai

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

统计力学 · 物理学 2020-11-04 Marc Höll , Wanli Wang , Eli Barkai

The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…

统计力学 · 物理学 2022-08-22 V. V. Ryazanov

We consider a run-and-tumble particle on a finite interval $[a,b]$ with two absorbing end points. The particle has an internal velocity state that switches between three values $v,0,-v$ at exponential times, thus incorporating positive…

统计力学 · 物理学 2026-02-02 Pascal Grange , Linglong Yuan

The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…

概率论 · 数学 2020-03-13 Sean D Lawley

We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point $x_1$ of a particle which…

统计力学 · 物理学 2011-07-19 Theodore W. Burkhardt

The global first passage time density of a network is the probability that a random walker released at a random site arrives at an absorbing trap at time T. We find simple expressions for the mean global first passage time <T> for five…

统计力学 · 物理学 2008-09-04 C. P. Haynes , A. P. Roberts

In this paper, we consider a homogeneous Markov process \xi(t;\omega) on an ultrametric space Q_p, with distribution density f(x,t), x in Q_p, t in R_+, satisfying the ultrametric diffusion equation df(x,t)/dt =-Df(x,t). We construct and…

数学物理 · 物理学 2009-11-13 V. A. Avetisov , A. Kh. Bikulov , A. P. Zubarev

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

动力系统 · 数学 2010-06-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

The study of first passage times for diffusing particles reaching target states is foundational in various practical applications, including diffusion-controlled reactions. In this work, we present a bi-scaling theory for the probability…

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

A common scenario in a variety of biological systems is that multiple particles are searching in parallel for an immobile target located in a bounded domain, and the fastest among them that arrives to the target first triggers a given…

统计力学 · 物理学 2025-07-15 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…

统计力学 · 物理学 2007-05-23 Sanjib Sabhapandit

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

统计力学 · 物理学 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

化学物理 · 物理学 2007-05-23 V. V. Ryazanov

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

概率论 · 数学 2016-03-24 Ron Doney , Claudia Klüppelberg , Ross Maller
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