Observatorio de I+D+i UPM

Descripción
We study the statistics of the first passage of a random walker to absorbing subsets of the boundary of compact domains in different spatial dimensions. We describe a novel diagnostic method to quantify the trajectory-to-trajectory fluctuations of the first passage, based on the distribution of the so-called uniformity index $\omega$, measuring the similarity of the first passage times of two independent walkers starting at the same location. We show that the characteristic shape of $P(\omega)$ exhibits a transition from unimodal to bimodal, depending on the starting point of the trajectories. From the study of different geometries in one, two and three dimensions, we conclude that this transition is a generic property of first passage phenomena in bounded domains. Our results show that, in general, the Mean First Passage Time (MFPT) is a meaningful characteristic measure of the first passage behaviour only when the Brownian walkers start sufficiently far from the absorbing boundary. Strikingly, in the opposite case, the first passage statistics exhibit large trajectory-to-trajectory fluctuations and the MFPT is not representative of the actual behaviour.
Internacional	Si
DOI
Edición del Libro
Editorial del Libro	World Scientific
ISBN	978-9814590280
Serie
Título del Libro	First-Passage Phenomena and Their Applications
Desde página	203
Hasta página	225

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