DFR Property of First-Passage Times and its Preservation Under Geometric Compounding

First Passage Times, Lifetimes, and Relaxation Times of Unfolded Proteins.

The dynamics of proteins in the unfolded state can be quantified in computer simulations by calculating a spectrum of relaxation times which describes the time scales over which the population fluctuations decay to equilibrium. If the unfolded state space is discretized, we can evaluate the relaxation time of each state. We derive a simple relation that shows the mean first passage time to any ...

First-passage times of regime switching models

The probability of a stochastic process to first breach an upper and/or a lower level is an important quantity for optimal control and risk management. We present those probabilities for regime switching Brownian motion. In the 2and 3-state model, the Laplace transform of the (single and double barrier) first-passage times is – up to the roots of a polynomial of degree 4 (respectively 6) – deri...

First Passage times in Biology: Approximations

Strong Versions of the Dfr Property

First passage times and asymmetry of DNA translocation.

Motivated by experiments in which single-stranded DNA with a short hairpin loop at one end undergoes unforced diffusion through a narrow pore, we study the first passage times for a particle, executing one-dimensional Brownian motion in an asymmetric sawtooth potential, to exit one of the boundaries. We consider the first passage times for the case of classical diffusion, characterized by a mea...