Exponential trends of first-passage-time densities for a class of diffusion processes with steady-state distribution

1985 ◽  
Vol 22 (3) ◽  
pp. 611-618 ◽  
Author(s):  
A. G. Nobile ◽  
L. M. Ricciardi ◽  
L. Sacerdote
Keyword(s):  
Asymptotic Behavior ◽  
Steady State ◽  
Diffusion Processes ◽  
First Passage Time ◽  
Passage Time ◽  
Steady State Distribution ◽  
State Distribution ◽  
First Passage ◽  
The Mean

The asymptotic behavior of the first-passage-time p.d.f. through a constant boundary is studied when the boundary approaches the endpoints of the diffusion interval. We show that for a class of diffusion processes possessing a steady-state distribution this p.d.f. is approximately exponential, the mean being the average first-passage time to the boundary. The proof is based on suitable recursive expressions for the moments of the first-passage time.

Exponential trends of first-passage-time densities for a class of diffusion processes with steady-state distribution

1985 ◽  
Vol 22 (03) ◽  
pp. 611-618 ◽  
Author(s):  
A. G. Nobile ◽  
L. M. Ricciardi ◽  
L. Sacerdote
Keyword(s):  
Asymptotic Behavior ◽  
Steady State ◽  
Diffusion Processes ◽  
First Passage Time ◽  
Passage Time ◽  
Steady State Distribution ◽  
State Distribution ◽  
First Passage ◽  
The Mean

The asymptotic behavior of the first-passage-time p.d.f. through a constant boundary is studied when the boundary approaches the endpoints of the diffusion interval. We show that for a class of diffusion processes possessing a steady-state distribution this p.d.f. is approximately exponential, the mean being the average first-passage time to the boundary. The proof is based on suitable recursive expressions for the moments of the first-passage time.

scholarly journals Predicting the mean first passage time (MFPT) to reach any state for a passive dynamic walker with steady state variability

PLoS ONE ◽  
2018 ◽  
Vol 13 (11) ◽  
pp. e0207665
Author(s):  
Isuri Wijesundera ◽  
Malka N. Halgamuge ◽  
Ampalavanapillai Nirmalathas ◽  
Thrishantha Nanayakkara
Keyword(s):  
Steady State ◽  
First Passage Time ◽  
Passage Time ◽  
Mean First Passage Time ◽  
First Passage ◽  
The Mean ◽  
Passive Dynamic Walker

scholarly journals APLIKASI MODEL RANTAI MARKOV UNTUK MENGANALISIS TINGKAT KENYAMANAN DI KOTA MAJENE BERDASARKAN TEMPERATURE HUMIDITY INDEX (THI)

2021 ◽  
Vol 15 (1) ◽  
pp. 009-014
Author(s):  
Muhammad Abdy ◽  
Wahidah Sanusi ◽  
Rahmawati Rahmawati
Keyword(s):  
Steady State ◽  
Residence Time ◽  
Mean Residence Time ◽  
First Passage Time ◽  
Passage Time ◽  
Mean First Passage Time ◽  
First Passage ◽  
Temperature Humidity Index ◽  
Humidity Index ◽  
The Mean

This study applied the Markov chain model on the daily temperature and relative humidity data that was collected from the Meteorology and Geophysics Agency station in Majene district for the period 1983 to 2011. This study aims to analyze the comfortable level category in the Majene city based on the Temperature Humidity Index by calculating the probability of steady-state, the mean residence time and the mean first passage time. Categorizing the level of comfortable which is based on the Temperature Humidity Index consists of three categories, namely the comfortable, quite comfortable and uncomfortable. The trend of comfortable levels in the Majene city from 1983 to 2011 was fluctuated in the categories of quite comfortable and uncomfortable. Uncomfortable category occurs in October and November each year. The steady-state probability values indicates that the quite comfortable category has the highest chance of appearance, which is around 70%, and the comfortable category has the smallest chance of appearance, which is only about 5%. Meanwhile, the mean residence time and the mean first passage time indicate that the quite comfortable category have the longest duration of occurrence, which is around 5 days, and has the shortest duration to recur after occurring in the previous event, which is around 1.43 days.

First passage time for the state of exact chemical equilibrium

1980 ◽  
Vol 45 (3) ◽  
pp. 777-782 ◽  
Author(s):  
Milan Šolc
Keyword(s):  
Chemical Equilibrium ◽  
First Passage Time ◽  
Passage Time ◽  
The State ◽  
Recurrence Time ◽  
First Passage ◽  
First Order ◽  
The Mean ◽  
Passage Times ◽  
Number Of Particles

The establishment of chemical equilibrium in a system with a reversible first order reaction is characterized in terms of the distribution of first passage times for the state of exact chemical equilibrium. The mean first passage time of this state is a linear function of the logarithm of the total number of particles in the system. The equilibrium fluctuations of composition in the system are characterized by the distribution of the recurrence times for the state of exact chemical equilibrium. The mean recurrence time is inversely proportional to the square root of the total number of particles in the system.

scholarly journals Mean first-passage time of a tumor cell growth system with time delay and colored cross-correlated noises excitation

2017 ◽  
Vol 37 (2) ◽  
pp. 191-198 ◽  
Author(s):  
Shenghong Li ◽  
Yong Huang
Keyword(s):  
Time Delay ◽  
Noise Intensity ◽  
First Passage Time ◽  
Passage Time ◽  
Mean First Passage Time ◽  
Tumor Cell Growth ◽  
First Passage ◽  
Growth System ◽  
The Mean ◽  
Correlated Noises

In this paper, the mean first-passage time of a delayed tumor cell growth system driven by colored cross-correlated noises is investigated. Based on the Novikov theorem and the method of probability density approximation, the stationary probability density function is obtained. Then applying the fastest descent method, the analytical expression of the mean first-passage time is derived. Finally, effects of different kinds of delays and noise parameters on the mean first-passage time are discussed thoroughly. The results show that the time delay included in the random force, additive noise intensity and multiplicative noise intensity play a positive role in the disappearance of tumor cells. However, the time delay included in the determined force and the correlation time lead to the increase of tumor cells.

scholarly journals Probing Protein Shelf Lives from Inverse Mean First Passage Times

2019 ◽  
Author(s):  
Vishal Singh ◽  
Parbati Biswas
Keyword(s):  
Protein Aggregation ◽  
Rate Constants ◽  
Survival Probability ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
First Order Kinetics ◽  
The Mean ◽  
Passage Times ◽  
Good Agreement

Protein aggregation is investigated theoretically via protein turnover, misfolding, aggregation and degradation. The Mean First Passage Time (MFPT) of aggregation is evaluated within the framework of Chemical Master Equation (CME) and pseudo first order kinetics with appropriate boundary conditions. The rate constants of aggregation of different proteins are calculated from the inverse MFPT, which show an excellent match with the experimentally reported rate constants and those extracted from the ThT/ThS fluorescence data. Protein aggregation is found to be practically independent of the number of contacts and the critical number of misfolded contacts. The age of appearance of aggregation-related diseases is obtained from the survival probability and the MFPT results, which matches with those reported in the literature. The calculated survival probability is in good agreement with the only available clinical data for Parkinson’s disease.<br>

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