A guide to first-passage processes
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(only showing first 100 items - show all)- First-passage and extreme-value statistics of a particle subject to a constant force plus a random force
- Weakly non-ergodic statistical physics
- Multilayers in a modulated stochastic game
- Sharper asset ranking from total drawdown durations
- Competition between Lévy jumps and continuous drift
- Unity and discord in opinion dynamics
- Death and resurrection of a current by disorder, interaction or periodic driving
- First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval
- ``Phase diagram of a mean field game
- Explicit form of the first-passage-time density for accelerating subdiffusion
- The generalized Langevin equation revisited: analytical expressions for the persistence dynamics of a viscous fluid under a time dependent external force
- Understanding the determinants of volatility clustering in terms of stationary Markovian processes
- MFPT calculation for random walks in inhomogeneous networks
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
- Average weighted receiving time on the non-homogeneous double-weighted fractal networks
- Analysis of transmission of infection in epidemics: confined random walkers in dimensions higher than one
- Fixation and absorption in a fluctuating environment
- First-passage time statistics of Markov gamma processes
- On the physical interpretation of statistical data from black-box systems
- Self-organization of five species in a cyclic competition game
- Dynamics of nearest-neighbour competitions on graphs
- Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology
- Random walks and diffusion on networks
- Multiscale modeling of diffusion in a crowded environment
- Oscillatory dynamics in rock-paper-scissors games with mutations
- Stability of two-species communities: drift, environmental stochasticity, storage effect and selection
- Navigation in spatial networks: a survey
- Random walks between leaves of random networks
- Modeling record-breaking stock prices
- Scaling of average weighted shortest path and average receiving time on weighted hierarchical networks
- First passage time distributions of anomalous biased diffusion with double absorbing barriers
- A dynamic evolution model of human opinion as affected by advertising
- Mean first passage time for random walk on dual structure of dendrimer
- Diffusion in fluctuating media: first passage time problem
- First passage time distribution in random walks with absorbing boundaries
- Coagulation-fragmentation for a finite number of particles and application to telomere clustering in the yeast nucleus
- Random renormalization group operators applied to stochastic dynamics
- Randomness in competitions
- Scaling in small-world resistor networks
- A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
- Zipf's law and maximum sustainable growth
- A random walk on spheres based kinetic Monte Carlo method for simulation of the fluctuation-limited bimolecular reactions
- Coarsening dynamics in a simplified DNLS model
- Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes
- On the performance of learned data structures
- Three-dimensional random walk models of individual animal movement and their application to trap counts modelling
- Mean first passage time for diffuse and rest search in a confined spherical domain
- Using fitting functions to estimate the diffusion coefficient of drug molecules in diffusion-controlled release systems
- Survival in branching cellular populations
- Cover time on a square lattice by two colored random walkers
- A fresh look at the ``hot hand paradox
- Stratified mobility fishery models with harvesting outside of no-take areas
- First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method
- Transition path properties for one-dimensional systems driven by Poisson white noise
- Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms
- Absorption kinetics of vacancies by cavities in aluminum: numerical characterization of sink strengths and first-passage statistics through Krylov subspace projection and eigenvalue deflation
- First-passage time statistics on surfaces of general shape: surface PDE solvers using generalized moving least squares (GMLS)
- Phase transitions in persistent and run-and-tumble walks
- Anomalous statistics of particle spreading in quenched random velocity field
- Closed form valuation of barrier options with stochastic barriers
- Universal Poisson-process limits for general random walks
- Time scales of knowledge transfer with learning and forgetting
- Modeling random walkers on growing random networks
- Unstable state decay in non-Markovian heat baths and weak signals detection
- A lattice kinetic Monte Carlo method to study drug release from swelling porous delivery systems
- Unusual dynamics of hydration water around motor proteins with long-ranged hydrodynamic fluctuations
- General solutions of the heat equation
- Measuring the transient time of amplitude death in coupled oscillators
- Extreme value statistics of correlated random variables: a pedagogical review
- A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems
- A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by Poisson white noise
- Aging and immortality in a cell proliferation model
- Efficiency of long-range navigation on treelike fractals
- Competition with abundance-dependent fitness and the dynamics of heterogeneous populations in fluctuating environment
- Theory of the transmission of infection in the spread of epidemics: interacting random walkers with and without confinement
- One dimensional phase-ordering in the Ising model with space decaying interactions
- Mixed-mode oscillations in a stochastic, piecewise-linear system
- Purely excessive functions and hitting times of continuous-time branching processes
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
- Diffusion across semi-permeable barriers: spectral properties, efficient computation, and applications
- Modelling chase-and-run migration in heterogeneous populations
- Span observables: ``when is a foraging rabbit no longer hungry?
- An implementation of Milstein's method for general bounded diffusions
- Correlation functions as nests of self-avoiding paths
- Exact simulation of the first-passage time of diffusions
- Evolution in range expansions with competition at rough boundaries
- A quasi birth-and-death model for tumor recurrence
- Spatial stochastic intracellular kinetics: a review of modelling approaches
- Generalized survival probabilities in height fluctuations of limited mobility growth models with and without up -- down symmetry
- Asymptotic analysis of first passage time problems inspired by ecology
- Exit time distribution in spherically symmetric two-dimensional domains
- Simulation of stochastic diffusion via first exit times
- Effects of city-size heterogeneity on epidemic spreading in a metapopulation: a reaction-diffusion approach
- Commitment versus persuasion in the three-party constrained voter model
- Multi-armed spirals and multi-pairs antispirals in spatial rock-paper-scissors games
- On multivariate antagonistic marked point processes
- On the relationship between cell cycle analysis with ergodic principles and age-structured cell population models
- Population genetics with fluctuating population sizes
- Effects of population growth on the success of invading mutants
- Self-organisation in cellular automata with coalescent particles: qualitative and quantitative approaches
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