Eventi

Mercoledì 4 giugno 2025 alle ore 11.30

presso l’Aula 2 dell’Edificio F
Area della Ricerca CNR
Via Madonna del Piano, 10 Sesto F.no (Firenze)

il Dr. Debraj Das
Scuola Internazionale Superiore di Studi Avanzati (SISSA), Trieste

terrà il seminario:

"First-Passage Processes: Defects and Martingales"

Abstract: First-passage time, the moment a process first satisfies a condition (e.g., reaching a specific spatial point for the first time), is a fundamental concept in stochastic dynamics. In this seminar, we explore recent tools for analyzing first-passage statistics in both continuous and discrete space-time. We use Montroll's defect technique to tackle the first-passage problems in discrete space-time. On the other hand, in the continuous space-time setting, we show how Martingales can be employed with remarkable efficiency in obtaining first-passage statistics. Using these approaches, we analyze first-passage problems in various Markovian and non-Markovian processes, including biased diffusion, its area functional, and run-and-tumble walks with applications in movement ecology.