A Guide to First-Passage Processes

DOI10.1017/CBO9780511606014zbMATH Open1128.60002MaRDI QIDQ5425934FDOQ5425934

Authors: S. Redner 

Publication date: 14 November 2007

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50)

Cited In (89)

• True scale-free networks hidden by finite size effects
• Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution
• Characterizations of random walks on random lattices and their ramifications
• Role of depletion on the dynamics of a diffusing forager
• Analytical results for the distribution of first hitting times of random walks on random regular graphs
• Precise asymptotics for a random walker’s maximum
• Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls
• Conformational transitions of a DNA hairpin through transition path times
• Optimization and growth in first-passage resetting
• Run-and-tumble particle in inhomogeneous media in one dimension
• Universal survival probability for a correlated random walk and applications to records
• Heterogeneous diffusion with stochastic resetting
• A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models
• A Transition to Sharp Timing in Stochastic Leaky Integrate-and-Fire Neurons Driven by Frozen Noisy Input
• Stochastic resetting and applications
• Persistence in random walk in composite media
• Effective ergodicity breaking in an exclusion process with varying system length
• The distribution of first hitting times of randomwalks on Erdős–Rényi networks
• Polarization and consensus by opposing external sources
• Mean first‐passage time of cell migration in confined domains
• A tour of inequality
• Markov stochasticity coordinates
• Stochastic resetting with stochastic returns using external trap
• Volatilities analysis of first-passage time and first-return time on a small-world scale-free network
• Moments of global first passage time and first return time on tree-like fractals
• Time distribution for persistent viral infection
• Observation time dependent mean first passage time of diffusion and subdiffusion processes
• Scaling in the timing of extreme events
• Preface: new trends in first-passage methods and applications in the life sciences and engineering
• A general statistical model for waiting times until collapse of a system
• Fluctuating-rate model with multiple gene states
• Fractional random walk lattice dynamics
• Survival probability of a run-and-tumble particle in the presence of a drift
• From mobility to crosstalk. A model of intracellular miRNAs motion may explain the RNAs interaction mechanism on the basis of target subcellular localization
• Trapping efficiency of random walks on weighted scale-free trees
• Totally asymmetric simple exclusion process with resetting
• Opinion control in complex networks
• Quantum renewal equation for the first detection time of a quantum walk
• Gambler's ruin estimates on finite inner uniform domains
• Fluctuation analysis in queues with several operational modes and priority customers
• The transient case of the quenched trap model
• EXACT CALCULATIONS OF FIRST-PASSAGE QUANTITIES ON A CLASS OF WEIGHTED TREE-LIKE FRACTAL NETWORKS
• The true reinforced random walk with bias
• Active colloids in the context of chemical kinetics
• Renormalization of the unitary evolution equation for coined quantum walks
• Exact first-passage time distributions for three random diffusivity models
• 1D tight-binding models render quantum first passage time ``speakable
• Approximation of the first passage time distribution for the birth–death processes
• Stochastic model for the fluctuation-limited reaction-diffusion kinetics in inhomogeneous media based on the nonlinear Smoluchowski equations
• Random walk with hyperbolic probabilities
• Diffusion and escape from polygonal channels: extreme values and geometric effects
• Numerical coalescence of chaotic trajectories
• Statistics of first-passage Brownian functionals
• Analytical estimation for the impulse response of an n-dimensional diffusion channel with an absorbing receiver
• Exact results for the first-passage properties in a class of fractal networks
• Exact calculations of first-passage properties on the pseudofractal scale-free web
• Living on the edge of instability
• When will an elevator arrive?
• Temporal diffusion: from microscopic dynamics to generalised Fokker-Planck and fractional equations
• Persistence exponents via perturbation theory: AR(1)-processes
• Anomalous diffusion: temporal non-Markovianity and weak ergodicity breaking
• Active transport improves the precision of linear long distance molecular signalling
• Fractional compound Poisson processes with multiple internal states
• Local time of diffusion with stochastic resetting
• Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes
• Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
• First passage time statistics for two-channel diffusion
• Scaling laws for diffusion on (trans)fractal scale-free networks
• First-passage properties of asymmetric Lévy flights
• First encounters on Watts-Strogatz networks and Barabási-Albert networks
• Persistence discontinuity in disordered contact processes with long-range interactions
• First-passage properties of bundled networks
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries
• Infinite system of random walkers: winners and losers
• Selfsimilarity of diffusions’ first passage times
• Geometrical optics of constrained Brownian motion: three short stories
• Péclet number governs transition to acceleratory restart in drift-diffusion
• The normalized Laplacian spectrum of n -polygon graphs and applications
• Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
• Strongly constrained stochastic processes: the multi-ends Brownian bridge
• First-passage statistics under stochastic resetting in bounded domains
• Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
• Diffusive search for a stochastically-gated target with resetting
• Controlling and optimizing the transport (search) efficiency with local information on a class of scale-free trees
• Mean-performance of sharp restart I: statistical roadmap
• Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
• Competition between slow and fast regimes for extreme first passage times of diffusion
• Scaling in simple continued fraction
• Efficient numerical study of local persistence in directed percolation

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