3:30–4:30 pm
First-Passage Processes in Physics and Beyond
Sidney Redner, Santa Fe Institute
2021 APS Kadanoff Award Winner
Host: Vincenzo Vitelli and Tom Witten
A fundamental aspect of a random walk is determining when it reaches a specified threshold position for the first time. This first-passage time, and more generally, the distribution of first passage times underlies many non-equilibrium phenomena, such as the triggering of integrate and fire neurons, the statistics of cell division, and the execution of stock options. The computation of the first-passage time and its distribution is both simple and beautiful, with profound connections to electrostatic potential theory. I will present some aspects of these fundamentals and then discuss applications of first-passage ideas to diverse phenomena, including the stochastic search processes and a toy model of wealth sharing.
Dear Physics Community,
After thoughtful consideration, we have decided not to have indoor receptions following our weekly Physics colloquium. As a result, we will not have a reception for the remaining of the Autumn Quarter. Though we look forward to these gatherings, the health and safety of our community is our highest priority. We will continue to monitor the situation and, when possible, will resume our normal schedule.
Please note, our Physics Tea will continue on Tuesday/Thursday at 3pm in KPTC 206. We’ll offer tea, coffee and take-away snacks. We encourage you to bring your own mugs too!