5 papers
First passage time distribution of active thermal particles in potentials
Benjamin Walter, Gunnar Pruessner, Guillaume Salbreux
We introduce a perturbative method to calculate all moments of the first-passage time distribution in stochastic one-dimensional processes which are subject to both white and colou…
Volume explored by a branching random walk on general graphs
Ignacio Bordeu, Saoirse Amarteifio, Rosalba Garcia-Millan +3
Branching processes are used to model diverse social and physical scenarios, from extinction of family names to nuclear fission. However, for a better description of natural phenom…
Sampling first-passage times of fractional Brownian Motion using adaptive bisections
Benjamin Walter, Kay Joerg Wiese
We present an algorithm to efficiently sample first-passage times for fractional Brownian motion. To increase the resolution, an initial coarse lattice is successively refined clos…
Extreme Events for Fractional Brownian Motion with Drift: Theory and Numerical Validation
Maxence Arutkin, Benjamin Walter, Kay Joerg Wiese
We study the first-passage time, the distribution of the maximum, and the absorption probability of fractional Brownian motion of Hurst parameter with both a linear and a non-l…
Field-theoretic approach to the universality of branching processes
Rosalba Garcia-Millan, Johannes Pausch, Benjamin Walter +1
Branching processes are widely used to model phenomena from networks to neuronal avalanching. In a large class of continuous-time branching processes, we study the temporal scaling…