PIRSA:22110115

First-Passage Processes in Physics and Beyond

Redner, S. (2022). First-Passage Processes in Physics and Beyond. Perimeter Institute. https://pirsa.org/22110115

Redner, Sidney. First-Passage Processes in Physics and Beyond. Perimeter Institute, Nov. 30, 2022, https://pirsa.org/22110115 

          @misc{ pirsa_PIRSA:22110115,
            doi = {10.48660/22110115},
            url = {https://pirsa.org/22110115},
            author = {Redner, Sidney},
            keywords = {Other},
            language = {en},
            title = { First-Passage Processes in Physics and Beyond},
            publisher = {Perimeter Institute},
            year = {2022},
            month = {nov},
            note = {PIRSA:22110115 see, \url{https://pirsa.org}}
          }

Sidney Redner Santa Fe Institute

DOI 10.48660/22110115
Collection
Talk Type Scientific Series
Subject

Abstract

A fundamental aspect of a random walk is determining when it reaches a specified threshold position for the first time.  This first-passage time, and more generally, the distribution of first passage times underlies many non-equilibrium phenomena, such as the triggering of integrate and fire neurons, the statistics of cell division, and the execution of stock options.  The computation of the first-passage time and its distribution is both simple and beautiful, with profound connections to electrostatic potential theory.  I will present some aspects of these fundamentals and then discuss applications of first-passage ideas to diverse phenomena, including stochastic search processes and a toy model of wealth sharing.

Zoom link:  https://pitp.zoom.us/j/98293478936?pwd=NTR3dWZoNElWRmd2NVJ1bzk5aC9ZQT09