One-dimensional run-and-tumble motions with generic boundary conditions

L Angelani - Journal of Physics A: Mathematical and Theoretical, 2023 - iopscience.iop.org
The motion of run-and-tumble particles in one-dimensional finite domains are analyzed in
the presence of generic boundary conditions. These describe accumulation at walls, where …

Extreme value statistics and Arcsine laws of Brownian motion in the presence of a permeable barrier

T Kay, L Giuggioli - Journal of Physics A: Mathematical and …, 2023 - iopscience.iop.org
Abstract The Arcsine laws of Brownian motion are a collection of results describing three
different statistical quantities of one-dimensional Brownian motion: the time at which the …

Extremal statistics for a resetting Brownian motion before its first-passage time

W Guo, H Yan, H Chen - Physical Review E, 2023 - APS
We study the extreme value statistics of a one-dimensional resetting Brownian motion (RBM)
till its first passage through the origin starting from the position x 0 (> 0). By deriving the exit …

Siegmund duality for physicists: a bridge between spatial and first-passage properties of continuous-and discrete-time stochastic processes

M Guéneau, L Touzo - Journal of Statistical Mechanics: Theory …, 2024 - iopscience.iop.org
Siegmund duality for physicists: a bridge between spatial and first-passage properties of
continuous- and discrete-time stochastic processes - IOPscience Skip to content IOP Science …

Tracer dynamics in the active random average process

S Santra, P Singh, A Kundu - Journal of Statistical Mechanics …, 2024 - iopscience.iop.org
Tracer dynamics in the active random average process - IOPscience Skip to content IOP
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Relating absorbing and hard wall boundary conditions for a one-dimensional run-and-tumble particle

M Guéneau, L Touzo - Journal of Physics A: Mathematical and …, 2024 - iopscience.iop.org
The connection between absorbing boundary conditions and hard walls is well established
in the mathematical literature for a variety of stochastic models, including for instance the …

Run-and-tumble particle in one-dimensional potentials: mean first-passage time and applications

M Guéneau, SN Majumdar, G Schehr - arXiv preprint arXiv:2409.16951, 2024 - arxiv.org
We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for
active system, moving within an arbitrary external potential. Using backward Fokker-Planck …

A bridge between spatial and first-passage properties of continuous and discrete time stochastic processes: from hard walls to absorbing boundary conditions

M Guéneau, L Touzo - arXiv preprint arXiv:2404.10537, 2024 - arxiv.org
We consider a generic one-dimensional stochastic process $ x (t) $, or a random walk $ X_n
$, which describes the position of a particle evolving inside an interval $[a, b] $, with …

Extremal statistics for a one-dimensional Brownian motion with a reflective boundary

F Huang, H Chen - Physica A: Statistical Mechanics and its Applications, 2024 - Elsevier
In this work, we investigate the extreme value statistics of a one-dimensional Brownian
motion (with the diffusion constant D) during a time interval 0, t in the presence of a reflective …

Extreme value statistics of first-passage trajectories of resetting Brownian motion in an interval

F Huang, H Chen - Journal of Statistical Mechanics: Theory and …, 2024 - iopscience.iop.org
In this work, we consider one-dimensional resetting Brownian motion confined in a unit
interval with absorbing boundaries at both ends. The Brownian particle is reset to the …