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We develop a framework to determine the complete statistical behavior of a fundamental quantity in the theory of random walks, namely, the probability that n_{1},n_{2},n_{3},... distinct sites are visited at times t_{1},t_{2},t_{3},.... From this multiple-time distribution, we show that the visitation statistics of one-dimensional random walks are temporally correlated, and we quantify the non-Markovian nature of the process. We exploit these ideas to derive unexpected results for the two-time trapping problem and to determine the visitation statistics of two important stochastic processes, the run-and-tumble particle and the biased random walk.

These notes are based on the lectures that I gave (virtually) at the Bruneck Summer School in 2021 on first-passage processes and some applications of the basic theory. I begin by defining what is a first-passage process and presenting the connection between the first-passage probability and the familiar occupation probability. Some basic features of first passage on the semi-infinite line and a finite interval are then discussed, such as splitting probabilities and first-passage times. I also treat the fundamental connection between first passage and electrostatics. A number of applications of first-passage processes are then presented, including the hitting probability for a sphere in greater than two dimensions, reaction rate theory and its extension to receptors on a cell surface, first-passage inside an infinite absorbing wedge in two dimensions, stochastic hunting processes in one dimension, the survival of a diffusing particle in an expanding interval, and finally the dynamics of the classic birth-death process., 30 pages, 10 figures, elsarticle format

We introduce a minimalist dynamical model of wealth evolution and wealth sharing among $N$ agents as a platform to compare the relative merits of altruism and individualism. In our model, the wealth of each agent independently evolves by diffusion. For a population of altruists, whenever any agent reaches zero wealth (that is, the agent goes bankrupt), the remaining wealth of the other $N-1$ agents is equally shared among all. The population is collectively defined to be bankrupt when its total wealth falls below a specified small threshold value. For individualists, each time an agent goes bankrupt (s)he is considered to be "dead" and no wealth redistribution occurs. We determine the evolution of wealth in these two societies. Altruism leads to more global median wealth at early times; eventually, however, the longest-lived individualists accumulate most of the wealth and are richer and more long lived than the altruists., Comment: 16 pages, 6 figures, IOP format

This mini-review presents extensions of the voter model that incorporate various plausible features of real decision-making processes by individuals. Although these generalizations are not calibrated by empirical data, the resulting dynamics are suggestive of realistic collective social behaviors., Comment: 13 pages, 16 figures. Version 2 contains various proofreading improvements. V3: fixed one trivial typo

We investigate majority rule dynamics in a population with two classes of people, each with two opinion states $\pm 1$, and with tunable interactions between people in different classes. In an update, a randomly selected group adopts the majority opinion if all group members belong to the same class; if not, majority rule is applied with probability $\epsilon$. Consensus is achieved in a time that scales logarithmically with population size if $\epsilon\geq \epsilon_c=\frac{1}{9}$. For $\epsilon, Comment: Main text: 5 pages, 6 figures. Supplementary material, 5 page2, 2 figures

We introduce and study the dynamics of an \emph{immortal} critical branching process. In the classic, critical branching process, particles give birth to a single offspring or die at the same rates. Even though the average population is constant in time, the ultimate fate of the population is extinction. We augment this branching process with immortality by positing that either: (a) a single particle cannot die, or (b) there exists an immortal stem cell that gives birth to ordinary cells that can subsequently undergo critical branching. We discuss the new dynamical aspects of this immortal branching process., Comment: 12 pages. For the special edition of Physica A in memory of Dietrich Stauffer. Version 2 contains some additional material and a few other changes in response to referee comments

We investigate classic diffusion with the added feature that a diffusing particle is reset to its starting point each time the particle reaches a specified threshold. In an infinite domain, this process is non-stationary and its probability distribution exhibits rich features. In a finite domain, we define a non-trivial optimization in which a cost is incurred whenever the particle is reset and a reward is obtained while the particle stays near the reset point. We derive the condition to optimize the net gain in this system, namely, the reward minus the cost., 4 pages, 3 figures, revtex 4-1 format. Version 1 contains changes in response to referee comments. Version 2: A missing factor of 2 in an inline formula has been corrected

We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain, first-passage resetting of isotropic diffusion is non-stationary, with the number of resetting events growing with time as $\sqrt{t}$. We calculate the resulting spatial probability distribution of the particle analytically, and also obtain this distribution by a geometric path decomposition. In a finite interval, we define an optimization problem that is controlled by first-passage resetting; this scenario is motivated by reliability theory. The goal is to operate a system close to its maximum capacity without experiencing too many breakdowns. However, when a breakdown occurs the system is reset to its minimal operating point. We define and optimize an objective function that maximizes the reward (being close to maximum operation) minus a penalty for each breakdown. We also investigate extensions of this basic model to include delay after each reset and to two dimensions. Finally, we study the growth dynamics of a domain in which the domain boundary recedes by a specified amount whenever the diffusing particle reaches the boundary after which a resetting event occurs. We determine the growth rate of the domain for the semi-infinite line and the finite interval and find a wide range of behaviors that depend on how much the recession occurs when the particle hits the boundary., Comment: 31 pages in IOP format, 7 figures. Version 2: various additions and corrections; for publication in JSTAT

In tropical regions, fires propagate readily in grasslands but typically consume only edges of forest patches. Thus, forest patches grow due to tree propagation and shrink by fires in surrounding grasslands. The interplay between these competing edge effects is unknown, but critical in determining the shape and stability of individual forest patches, as well the landscape-level spatial distribution and stability of forests. We analyze high-resolution remote-sensing data from protected Brazilian Cerrado areas and find that forest shapes obey a robust perimeter-area scaling relation across climatic zones. We explain this scaling by introducing a heterogeneous fire propagation model of tropical forest-grassland ecotones. Deviations from this perimeter-area relation determine the stability of individual forest patches. At a larger scale, our model predicts that the relative rates of tree growth due to propagative expansion and long-distance seed dispersal determine whether collapse of regional-scale tree cover is continuous or discontinuous as fire frequency changes.

We study the opinion dynamics of a generalized voter model in which $N$ voters are additionally influenced by two opposing news sources whose effect is to promote political polarization. As the influence of these news sources is increased, the mean time to reach consensus scales nonuniversally as ${N}^{\ensuremath{\alpha}}$. The parameter $\ensuremath{\alpha}$ quantifies the influence of the news sources and increases without bound as the news sources become increasingly influential. The time to reach a politically polarized state, in which roughly equal fractions of the populations are in each opinion state, is generally short, and the steady-state opinion distribution exhibits a transition from near consensus to a politically polarized state as a function of $\ensuremath{\alpha}$.

We introduce the reputational voter model (RVM) to account for the time-varying abilities of individuals to influence their neighbors. To understand of the RVM, we first discuss the fitness voter model (FVM), in which each voter has a fixed and distinct fitness. In a voting event where voter $i$ is fitter than voter $j$, only $j$ changes opinion. We show that the dynamics of the FVM and the voter model are identical. We next discuss the adaptive voter model (AVM), in which the influencing voter in a voting event increases its fitness by a fixed amount. The dynamics of the AVM is non-stationary and slowly crosses over to that of FVM because of the gradual broadening of the fitness distribution of the population. Finally, we treat the RVM, in which the voter $i$ is endowed with a reputational rank $r_i$ that ranges from 1 (highest rank) to $N$ (lowest), where $N$ is the population size. In a voting event in which voter $i$ outranks $j$, only the opinion of $j$ changes. Concomitantly, the rank of $i$ increases, while that of $j$ does not change. The rank distribution remains uniform on the integers $1,2,3,\ldots,N$, leading to stationary dynamics. For equal number of voters in the two voting states with these two subpopulations having the same average rand, the time to reach consensus in the mean-field limit scales as $\exp(\sqrt{N})$. This long consensus time arises because the average rank of the minority population is typically higher than that of the majority. Thus whenever consensus is approached, this highly ranked minority tends to drive the population away from consensus., Extended abstract

We investigate the dynamics of the asymmetric exclusion process at a junction. When two input roads are initially fully occupied and a single output road is initially empty, the ensuing rarefaction wave has a rich spatial structure. The density profile also changes dramatically as the initial densities are varied. Related phenomenology arises when one road feeds into two. Finally, we determine the phase diagram of the open system, where particles are fed into two roads at rate $\alpha$ for each road, the two roads merge into one, and particles are extracted from the single output road at rate $\beta$., Comment: 7 pages, 7 figures, revtex format. Version 2: Some references and introductory sentences added. Version 3: various minor errors corrected; to appear in PRE

We present and analyze a minimalist model for the vertical transport of people in a tall building by elevators. We focus on start-of-day operation in which people arrive at the ground floor of the building at a fixed rate. When an elevator arrives on the ground floor, passengers enter until the elevator capacity is reached, and then they are transported to their destination floors. We determine the distribution of times that each person waits until an elevator arrives, the number of people waiting for elevators, and transition to synchrony for multiple elevators when the arrival rate of people is sufficiently large. We validate many of our predictions by event-driven simulations., Comment: 19 pages in IOP format, 11 figures. Version 2 is slightly expanded and contains some additional results and a new figure

We introduce a socially motivated extension of the voter model in which individual voters are also influenced by two opposing, fixed-opinion news sources. These sources forestall consensus and instead drive the population to a politically polarized state, with roughly half the population in each opinion state. Two types social networks for the voters are studied: (a) the complete graph of $N$ voters and, more realistically, (b) the two-clique graph with $N$ voters in each clique. For the complete graph, many dynamical properties are soluble within an annealed-link approximation, in which a link between a news source and a voter is replaced by an average link density. In this approximation, we show that the average consensus time grows as $N^\alpha$, with $\alpha = p\ell/(1-p)$. Here $p$ is the probability that a voter consults a news source rather than a neighboring voter, and $\ell$ is the link density between a news source and voters, so that $\alpha$ can be greater than 1. The polarization time, namely, the time to reach a politically polarized state from an initial strong majority state, is typically much less than the consensus time. For voters on the two-clique graph, either reducing the density of interclique links or enhancing the influence of news sources again promotes polarization., Comment: 30 pages in IOP format, 14 figures. Version 2: reference added

We uncover unusual topological features in the long-time relaxation of the $q$-state kinetic Potts ferromagnet on the triangular lattice that is instantaneously quenched to zero temperature from a zero-magnetization initial state. For $q=3$, the final state is either: the ground state (frequency $\approx 0.75$), a frozen three-hexagon state (frequency $\approx 0.16$), a two-stripe state (frequency $\approx 0.09$), or a three-stripe state (frequency $3$., 4 pages, 6 figures. Version 2: 8 pages, 11 figures. Significantly expanded compared to version 1

We show that the distribution of times for a diffusing particle to first hit an absorber is \emph{independent} of the direction of an external flow field, when we condition on the event that the particle reaches the target for flow away from the target. Thus, in one dimension, the average time for a particle to travel to an absorber a distance $\ell$ away is $\ell/|v|$, independent of the sign of $v$. This duality extends to all moments of the hitting time. In two dimensions, the distribution of first-passage times to an absorbing circle in the radial velocity field $v(r)=Q/(2\pi r)$ again exhibits duality. Our approach also gives a new perspective on how varying the radial velocity is equivalent to changing the spatial dimension, as well as the transition between transience and strong transience in diffusion., Comment: 12 pages, 1 figure, IOP format. Updated version has minor changes in response to referees. Latest version: various minor typos fixed. For publication in JSTAT

We determine how long a diffusing particle spends in a given spatial range before it dies at an absorbing boundary. In one dimension, for a particle that starts at $x_0$ and is absorbed at $x=0$, the average residence time in the range $[x,x+dx]$ is $T(x)=\frac{x}{D}\,dx$ for $xx_0$, where $D$ is the diffusion coefficient. We extend our approach to biased diffusion, to a particle confined to a finite interval, and to general spatial dimensions. We use the generating function technique to derive parallel results for the average residence time of the one-dimensional symmetric nearest-neighbor random walk that starts at $x_0=1$ and is absorbed at $x=0$. We also determine the distribution of times at which the random walk first revisits $x=1$ before being absorbed., Comment: 18 pages, 8 figures, IOP format. Revised version: changes in response to referee reports and various typos corrected. For publication in JSTAT

In tropical regions, fires propagate readily in grasslands but typically consume only edges of forest patches. Thus forest patches grow due to tree propagation and shrink by fires in surrounding grasslands. The interplay between these competing edge effects is unknown, but critical in determining the shape and stability of individual forest patches, as well the landscape-level spatial distribution and stability of forests. We analyze high-resolution remote-sensing data from protected areas of the Brazilian Cerrado and find that forest shapes obey a robust perimeter-area scaling relation across climatic zones. We explain this scaling by introducing a heterogeneous fire propagation model of tropical forest-grassland ecotones. Deviations from this perimeter-area relation determine the stability of individual forest patches. At a larger scale, our model predicts that the relative rates of tree growth due to propagative expansion and long-distance seed dispersal determine whether collapse of regional-scale tree cover is continuous or discontinuous as fire frequency changes., 21 pages, 4 figures

The eco-evolutionary dynamics of species are fundamentally linked to the energetic constraints of its constituent individuals. Of particular importance is the interplay between reproduction and the dynamics of starvation and recovery. To elucidate this interplay, we introduce a nutritional state-structured model that incorporates two classes of consumer: nutritionally replete, reproducing consumers, and undernourished, non-reproducing consumers. We obtain strong constraints on starvation and recovery rates by deriving allometric scaling relationships and find that population dynamics are typically driven to a steady state. Moreover, these rates fall within a 'refuge' in parameter space, where the probability of population extinction is minimized. We also show that our model provides a natural framework to predict maximum mammalian body size by determining the relative stability of an otherwise homogeneous population to a competing population with altered percent body fat. This framework provides a principled mechanism for a selective driver of Cope's rule., Comment: 13 pages, 5 figures, 1 Supplement, 2 Supplementary figures

We investigate the role of greed on the lifetime of a random-walking forager on an initially resource-rich lattice. Whenever the forager lands on a food-containing site, all the food there is eaten and the forager can hop $\mathcal{S}$ more steps without food before starving. Upon reaching an empty site, the forager comes one time unit closer to starvation. The forager is also greedy---given a choice to move to an empty or to a food-containing site in its local neighborhood, the forager moves preferentially towards food. Surprisingly, the forager lifetime varies non-monotonically with greed, with different senses of the non-monotonicity in one and two dimensions. Also unexpectedly, the forager lifetime in one dimension has a huge peak for very negative greed., 5 pages, 4 figures, 2-column revtex format. Version 2 is expanded in response to referee comments. For publication in PRE

How to best exploit patchy resources? We introduce a minimal exploitation-migration model that incorporates the coupling between a searcher's trajectory, modeled by a random walk, and ensuing depletion of the environment by the searcher's consumption of resources. The searcher also migrates to a new patch when it takes $\mathcal{S}$ consecutive steps without finding resources. We compute the distribution of consumed resources ${F}_{t}$ at time $t$ for this non-Markovian searcher and show that consumption is maximized by exploring multiple patches. In one dimension, we derive the optimal strategy to maximize ${F}_{t}$. This strategy is robust with respect to the distribution of resources within patches and the criterion for leaving the current patch. We also show that ${F}_{t}$ has an optimum in the ecologically relevant case of two-dimensional patchy environments.

We investigate the dynamics of a greedy forager that moves by random walking in an environment where each site initially contains one unit of food. Upon encountering a food-containing site, the forager eats all the food there and can subsequently hop an additional $\mathcal{S}$ steps without food before starving to death. Upon encountering an empty site, the forager goes hungry and comes one time unit closer to starvation. We investigate the new feature of forager greed; if the forager has a choice between hopping to an empty site or to a food-containing site in its nearest neighborhood, it hops preferentially towards food. If the neighboring sites all contain food or are all empty, the forager hops equiprobably to one of these neighbors. Paradoxically, the lifetime of the forager can depend non-monotonically on greed, and the sense of the non-monotonicity is opposite in one and two dimensions. Even more unexpectedly, the forager lifetime in one dimension is substantially enhanced when the greed is negative; here the forager tends to avoid food in its local neighborhood. We also determine the average amount of food consumed at the instant when the forager starves. We present analytic, heuristic, and numerical results to elucidate these intriguing phenomena., Comment: 32 pages, 11 figures. Version 2: Various corrections in response to referee reports. For publication in JSTAT

We investigate the absorption of diffusing molecules in a fluid-filled spherical beaker that contains many small reactive traps. The molecules are absorbed either by hitting a trap or by escaping via the beaker walls. In the physical situation where the number $N$ of traps is large and their radii $a$ are small compared to the beaker radius $R$, the fraction of molecules $E$ that escape to the beaker wall and the complementary fraction $T$ that eventually are absorbed by the traps depend only on the dimensionless parameter combination $\lambda = Na/R$. We compute $E$ and $T$ as a function of $\lambda$ for a spherical beaker and for beakers of other three-dimensional shapes. The asymptotic behavior is found to be universal: $1- E\sim \lambda$ for $\lambda\to 0$ and $E\sim\lambda^{-1/2}$ for $\lambda\to\infty$., Comment: 9 pages, 3 figures, 2-column revtex format

We investigate simple strategies that embody the decisions that one faces when trying to park near a popular destination. Should one park far from the target (destination), where finding a spot is easy, but then be faced with a long walk, or should one attempt to look for a desirable spot close to the target, where spots may be hard to find? We study an idealized parking process on a one-dimensional geometry where the desired target is located at $x=0$, cars enter the system from the right at a rate $\lambda$ and each car leaves at a unit rate. We analyze three parking strategies---meek, prudent, and optimistic---and determine which is optimal., Comment: 16 pages, 10 figures, IOP format. Revised version has various small corrections and nearly coincides with the published version

We investigate the dynamics of the voter model in which the population itself changes endogenously via the birth-death process. There are two species of voters, labeled A and B, and the population of each species can grow or shrink by the birth-death process at equal rates $b$. Individuals of opposite species also undergo voter model dynamics in which an AB pair can equiprobably become AA or BB with rate $v$---neutral evolution. In the limit $b/v\to\infty$, the distribution of consensus times varies as $t^{-3}$ and the probability that the population size equals $n$ at the moment of consensus varies as $n^{-3}$. As the birth/death rate $b$ is increased, fixation occurs more more quickly; that is, population fluctuations promote consensus., 15 pages, 6 figures, IOP format. Version 2: minor changes in response to referee comments. For publication in JSTAT. Version 3: Various minor errors fixed

This editorial opens the special issues that the Journal of Statistical Physics has dedicated to the growing field of statistical physics modeling of social dynamics. The issues include contributions from physicists and social scientists, with the goal of fostering a better communication between these two communities.

We introduce a growing network model---the copying model---in which a new node attaches to a randomly selected target node and, in addition, independently to each of the neighbors of the target with copying probability $p$. When $p, Comment: 15 pages, 12 figures

We introduce a minimal generative model for densifying networks in which a new node attaches to a randomly selected target node and also to each of its neighbors with probability $p$. The networks that emerge from this copying mechanism are sparse for $pl\frac{1}{2}$ and dense (average degree increasing with number of nodes $N$) for $p\ensuremath{\ge}\frac{1}{2}$. The behavior in the dense regime is especially rich; for example, individual network realizations that are built by copying are disparate and not self-averaging. Further, there is an infinite sequence of structural anomalies at $p=\frac{2}{3}$, $\frac{3}{4}$, $\frac{4}{5}$, etc., where the $N$ dependences of the number of triangles (3-cliques), 4-cliques, undergo phase transitions. When linking to second neighbors of the target can occur, the probability that the resulting graph is complete---all nodes are connected---is nonzero as $N\ensuremath{\rightarrow}\ensuremath{\infty}$.

We study the dynamics of a starving random walk in general spatial dimension $d$. This model represents an idealized description for the fate of an unaware forager whose motion is not affected by the presence or absence of resources. The forager depletes its environment by consuming resources and dies if it wanders too long without finding food. In the exactly-solvable case of one dimension, we explicitly derive the average lifetime of the walk and the distribution for the number of distinct sites visited by the walk at the instant of starvation. We also give a heuristic derivation for the averages of these two quantities. We tackle the complex but ecologically-relevant case of two dimensions by an approximation in which the depleted zone is assumed to always be circular and which grows incrementally each time the walk reaches the edge of this zone. Within this framework, we derive a lower bound for the scaling of the average lifetime and number of distinct sites visited at starvation. We also determine the asymptotic distribution of the number of distinct sites visited at starvation. Finally, we solve the case of high spatial dimensions within a mean-field approach.

We investigate a stochastic search process in one, two, and three dimensions in which $N$ diffusing searchers that all start at $x_0$ seek a target at the origin. Each of the searchers is also reset to its starting point, either with rate $r$, or deterministically, with a reset time $T$. In one dimension and for a small number of searchers, the search time and the search cost are minimized at a non-zero optimal reset rate (or time), while for sufficiently large $N$, resetting always hinders the search. In general, a single searcher leads to the minimum search cost in one, two, and three dimensions. When the resetting is deterministic, several unexpected feature arise for $N$ searchers, including the search time being independent of $T$ for $1/T\to 0$ and the search cost being independent of $N$ over a suitable range of $N$. Moreover, deterministic resetting typically leads to a lower search cost than in stochastic resetting., Comment: 23 pages, 9 figures, IOP format. Revised version: figure added, introductory text added, references added, and various minor changes incorporated. V3: Final version to appear in JSTAT. A few more references added

We study the dynamics of a \emph{myopic} forager that randomly wanders on a lattice in which each site contains one unit of food. Upon encountering a food-containing site, the forager eats all the food at this site with probability $p, 10 pages, 1o figures

International audience; We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite domain, this probability distribution approaches a Gaussian form in the long-time limit, as in the case of a regular Brownian particle. At intermediate times, this distribution exhibits unexpected multi-modal forms. In a finite domain, the probability distribution reaches a steady state form with peaks at the boundaries, in contrast to a Brownian particle. We also study the relaxation to the steady state analytically. Finally we compute the survival probability of the RTP in a semi-infinite domain. In the finite interval, we compute the exit probability and the associated exit times. We provide numerical verifications of our analytical results.

Within large taxonomic assemblages, the number of species with adult body mass M is characterized by a broad but asymmetric distribution, with the largest mass being orders of magnitude larger than the typical mass. This canonical shape can be explained by cladogenetic diffusion that is bounded below by a hard limit on viable species mass and above by extinction risks that increase weakly with mass. Here we introduce and analytically solve a simplified cladogenetic diffusion model. When appropriately parameterized, the diffusion-reaction equation predicts mass distributions that are in good agreement with data on 4002 terrestrial mammal from the late Quaternary and 8617 extant bird species. Under this model, we show that a specific tradeoff between the strength of within-lineage drift toward larger masses (Cope's rule) and the increased risk of extinction from increased mass is necessary to produce realistic mass distributions for both taxa. We then make several predictions about the evolution of avian species masses., 7 pages, 3 figures