Application of boundary functionals of random processes in statistical physics

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of reaching extreme values, the time the process stays above a fixed level, and other functionals, are considered for the description of physical, chemical, and biological problems. Definitions of these functionals are provided, and characteristic functions are presented for the model with an exponential distribution of incoming demands. A generalization of these limitations is also considered. The potential uses of boundary functionals are demonstrated through examples such as a unicyclic network with affinity A, an asymmetric random walk, nonlinear diffusion, two-level model, Brownian motion, and multiple diffusing particles with reversible target-binding kinetics.

Authors

Publication Details

Journal
Physical review. E
Published
2025-02-12
DOI
https://doi.org/10.1103/physreve.111.024115
Citations
1
Primary Topic
Diffusion and Search Dynamics
Type
article
Field-Weighted Citation Impact
0.81
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article

Application of boundary functionals of random processes in statistical physics

V. V. Ryazanov
1 citations
Physical review. E
Diffusion and Search Dynamics
0.81
article

Application of boundary functionals of random processes in statistical physics

V. V. Ryazanov
article en
1 citations

Abstract

The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of reaching extreme values, the time the process stays above a fixed level, and other functionals, are considered for the description of physical, chemical, and biological problems. Definitions of these functionals are provided, and characteristic functions are presented for the model with an exponential distribution of incoming demands. A generalization of these limitations is also considered. The potential uses of boundary functionals are demonstrated through examples such as a unicyclic network with affinity A, an asymmetric random walk, nonlinear diffusion, two-level model, Brownian motion, and multiple diffusing particles with reversible target-binding kinetics.

Physical review. EVol. 111(2)
Openalex Percentile: Top 31%
Diffusion and Search Dynamics
0.81
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