相关论文: Comment on "Mean First Passage Time for Anomalous …

We give exact and explicit expressions of mean first-passage times for random walks in a rectangular domain, in both cases of reflecting boundary conditions and periodic boundary conditions. The situations with one or two absorbing targets…

In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…

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…

Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…

We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for…

We consider first passage times $\tau_u = \inf\{n:\; Y_n>u\}$ for the perpetuity sequence $$ Y_n = B_1 + A_1 B_2 + \cdots + (A_1\ldots A_{n-1})B_n, $$ where $(A_n,B_n)$ are i.i.d. random variables with values in ${\mathbb R} ^+\times…

We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

We report some additional examples of explicit solutions to an inverse first-passage place problem for one-dimensional diffusions with jumps, introduced in a previous paper. If $X(t)$ is a one-dimensional diffusion with jumps, starting from…

We study the first passage time processes of anomalous diffusion on self similar curves in two dimensions. The scaling properties of the mean square displacement and mean first passage time of the ballistic motion, fractional Brownian…

We investigate the behavior of L\'{e}vy processes with convolution equivalent L\'{e}vy measures, up to the time of first passage over a high level u. Such problems arise naturally in the context of insurance risk where u is the initial…

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…

In this paper, by using two different techniques we derive an explicit formula for the mean first-passage time (MFPT) between any pair of nodes on a general undirected network, which is expressed in terms of eigenvalues and eigenvectors of…

The focus of this article is on the different behavior of large deviations of random subadditive functionals above the mean versus large deviations below the mean in two random media models. We consider the point-to-point first passage…

Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw} and \cite{rad} we study the local behaviour of…

The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…

In recent letter [Phys. Rev. Lett {\bf 105}, 150606 (2010)], the surface-mediated diffusion problem is theoretically discussed, and interesting results have been obtained. However, for more general cases, the ansatz of solutions of the…

We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…

Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we…

We consider first-passage percolation on a ladder, i.e. the graph {0,1,...}*{0,1} where nodes at distance 1 are joined by an edge, and the times are exponentially i.i.d. with mean 1. We find an appropriate Markov chain to calculate an…