First-passage duality

DOI10.1088/1742-5468/AADDB3MaRDI QIDQ3303348zbMATH OpenOpenAlexFDO

Authors P. L. Krapivsky, S. Redner

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.07651

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Abstract: We show that the distribution of times for a diffusing particle to first hit an absorber is emph{independent} of the direction of an external flow field, when we condition on the event that the particle reaches the target for flow away from the target. Thus, in one dimension, the average time for a particle to travel to an absorber a distance $ell$ away is $ell/|v|$, independent of the sign of $v$. This duality extends to all moments of the hitting time. In two dimensions, the distribution of first-passage times to an absorbing circle in the radial velocity field $v(r)=Q/(2pir)$ again exhibits duality. Our approach also gives a new perspective on how varying the radial velocity is equivalent to changing the spatial dimension, as well as the transition between transience and strong transience in diffusion.

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Cited in

(11)

• First passage time in a two-layer system
• Survival probability of a run-and-tumble particle in the presence of a drift
• Strongly constrained stochastic processes: the multi-ends Brownian bridge
• Statistics of first-passage Brownian functionals
• Optimization and growth in first-passage resetting
• Selfsimilar diffusions
• Hazard-selfsimilarity of diffusions’ first passage times
• Optimal Information Usage in Binary Sequential Hypothesis Testing
• First-passage-time asymmetry for biased run-and-tumble processes
• First-passage statistics of random walks: a general approach via Riemann-Hilbert problems
• Conditioning the \textit{tanh-drift} process and related diffusions on first-passage times: exact drifts, bridges, and process equivalences

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