Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
From MaRDI portal
Publication:5877279
DOI10.1088/1751-8121/ac0f17OpenAlexW3173839473MaRDI QIDQ5877279
No author found.
Publication date: 10 February 2023
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1751-8121/ac0f17
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
- Mean lifetime and first-passage time of the enzyme species involved in an enzyme reaction. Application to unstable enzyme systems
- Time-dependent perturbation theory for nonequilibrium lattice models
- Reaction-diffusion processes from equivalent integrable quantum chains
- Reaction-diffusion processes, critical dynamics, and quantum chains
- A first-passage-time analysis of the periodically forced noisy leaky integrate-and-fire model
- Mean first-passage time in the stochastic theory of biochemical processes. Application to actomyosin molecular motor
- Stochastic foundations in movement ecology. Anomalous diffusion, front propagation and random searches
- Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary
- On the extinction of a colonizing species
- A Guide to First-Passage Processes
- Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises
- To hit or to pass it over—remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains
- On the first passage time distribution of an Ornstein–Uhlenbeck process
- First passage time for multivariate jump-diffusion processes in finance and other areas of applications
- Stable Processes and Integral Equations
- First Passage Times for Symmetric Stable Processes in Space
- The random search problem: trends and perspectives
- Lévy flights and random searches
- A new integral equation for the evaluation of first-passage-time probability densities
- Probability of First Passage Failure for Stationary Randorn Vibration
- On the Distribution of the First-Passage Time for Normal Stationary Random Processes
- A Method for Simulating Stable Random Variables
- First passage and arrival time densities for Lévy flights and the failure of the method of images
- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
- Levy Statistics and Laser Cooling
- Quantum Techniques in Stochastic Mechanics
- Applications of field-theoretic renormalization group methods to reaction–diffusion problems
- Moments of the first-passage time of a Wiener process with drift between two elastic barriers
- On evaluations and asymptotic approximations of first-passage-time probabilities
- Chance and Stability
- Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
- A Langevin dynamics approach to the distribution of animal move lengths
- First-Passage Phenomena and Their Applications
- A phase transition in the first passage of a Brownian process through a fluctuating boundary with implications for neural coding
- Random Walks on Lattices. III. Calculation of First-Passage Times with Application to Exciton Trapping on Photosynthetic Units
- Relationship between the reaction–diffusion master equation and particle tracking models
- Diffusion approximation and first passage time problem for a model neuron
- On the Distribution of First Hits for the Symmetric Stable Processes
- On the First Passage Time Probability Problem
- The First Passage Problem for a Continuous Markov Process
- Brownian motion in a field of force and the diffusion model of chemical reactions
- On the Theory of the Brownian Motion II
- Revisiting Lévy flights on bounded domains: a Fock space approach
- First-passage properties of asymmetric Lévy flights
- Properties of Lévy flights on an interval with absorbing boundaries
This page was built for publication: Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach