The stretch to stray on time: Resonant length of random walks in a transient

Author(s)

Falcke, Martin ^{[1, 2]} ; Friedhoff, Victor Nicolai ^{[1, 2]}

Affiliation

^[1] Humboldt Univ, Dept Phys, Newtonstr 15, D-12489 Berlin - Germany

^[2] Max Delbruck Ctr Mol Med, Robert Rossle Str 10, D-13125 Berlin - Germany

• Document type: Journal article
• Source: Chaos; v. 28, n. 5 MAY 2018.
• Web of Science Citations: 0

Abstract

First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not constant on the time scale of the average first-passage time or control might be applied to reduce noise. We investigate moments of the first-passage time distribution under an exponential transient describing relaxation of environmental conditions. We solve the Laplace-transformed (generalized) master equation analytically using a novel method that is applicable to general state schemes. The first-passage time from one end to the other of a linear chain of states is our application for the solutions. The dependence of its average on the relaxation rate obeys a power law for slow transients. The exponent nu depends on the chain length N like nu= -N /(N+1) to leading order. Slow transients substantially reduce the noise of first-passage times expressed as the coefficient of variation (CV), even if the average first-passage time is much longer than the transient. The CV has a pronounced minimum for some lengths, which we call resonant lengths. These results also suggest a simple and efficient noise control strategy and are closely related to the timing of repetitive excitations, coherence resonance, and information transmission by noisy excitable systems. A resonant number of steps from the inhibited state to the excitation threshold and slow recovery from negative feedback provide optimal timing noise reduction and information transmission. (C) 2018 Author(s). (AU)

• FAPESP's process: 11/50151-0 - Dynamical phenomena in complex networks: fundamentals and applications
• Grantee: Elbert Einstein Nehrer Macau
• Support Opportunities: Research Projects - Thematic Grants