Interpretation of the first passage time

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Discussion Overview

The discussion revolves around the interpretation of the first passage time (fpt) in a kinetic model for a stochastic system with three states. Participants explore the implications of a probability distribution that includes a peak at time zero and how to estimate the most probable fpt in this context.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant questions the physical interpretation of a non-zero peak at t=0 in the fpt distribution, wondering if it implies that the system 'typically' takes 0 time to transit from A to B.
  • Another participant clarifies that while the highest probability occurs at time 0, it represents only a small fraction of the overall distribution, emphasizing the need to distinguish between "most probable" and "expected" times.
  • Further contributions reiterate that the expected time is the average of all results, which includes contributions from the entire distribution, particularly the right-hand tail.
  • A participant expresses a desire to understand how to interpret the most probable fpt when there is a peak at time 0, noting that in some systems, long tails in the distribution can diminish the significance of the mean fpt in describing kinetics.

Areas of Agreement / Disagreement

Participants generally agree on the distinction between "most probable" and "expected" times, but there is ongoing debate about the interpretation of the peak at time 0 and its implications for understanding the kinetics of the system.

Contextual Notes

The discussion highlights the complexity of interpreting probability distributions in stochastic systems, particularly when dealing with peaks at extreme values and long tails that may affect the significance of statistical measures.

phyalan
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Hi all,
Suppose I have a kinetic model for a stochastic system of three states, as shown in the attachment. I solve for the probability distribution of the first passage time from A to B and I get the distribution shown on the right hand side.

I can understand that if there is a peak in the distribution, we can say there is some most probable first time(fpt) for the system to transit from A to B because in the path A->C->B, one can go back and fourth between A and C before reaching B. But how about the non-zero peak at t=0 in the distribution? I know it comes from the path A->B because this path has no intermediate stop, the distribution follows a single exponential function but I am confused about how to interpret it physically. Does it means that the system 'typically' takes 0 time to transit to B in this path?

And if I want to have a estimation of the most probable fpt, is taking the weighted mean of the two peaks with respect to their probabilities a reasonable approach?
 

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phyalan said:
Does it means that the system 'typically' takes 0 time to transit to B in this path?
In the graph you have shown, even though the highest probability is at time 0 it is still a small fraction if the whole. There are still all the rest to consider. You should distinguish between "most probable" and "expected". The expected time is not the same as the peak time. The expected time is the average of all the results.
 
phyalan said:
Does it means that the system 'typically' takes 0 time to transit to B in this path?
In the graph you have shown, even though the highest probability is at time 0 it is still a small fraction if the whole. There are still all the rest to consider. You should distinguish between "most probable" and "expected". The expected time is not the same as the time with highest probability. The expected time is the average of all the results, including those all the way out on the right hand tail of the distribution.
 
FactChecker said:
In the graph you have shown, even though the highest probability is at time 0 it is still a small fraction if the whole. There are still all the rest to consider. You should distinguish between "most probable" and "expected". The expected time is not the same as the time with highest probability. The expected time is the average of all the results, including those all the way out on the right hand tail of the distribution.

Yes, I know that. But what I mean is in this case, how can one interpret the most probable first passage time where you have a peak at time 0? The point is sometimes, in some systems, the distribution has to very long tail that makes the mean fpt carries less significant meaning in describing the kinetics. So I what to know how to make sense our of this case.
 

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