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Interpretation of the first passage time

  1. May 22, 2014 #1
    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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  3. May 22, 2014 #2

    FactChecker

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    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.
     
  4. May 22, 2014 #3

    FactChecker

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    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.
     
  5. May 22, 2014 #4
    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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