{"paper":{"title":"Siegmund duality for physicists: a bridge between spatial and first-passage properties of continuous and discrete time stochastic processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math-ph","math.MP","math.PR"],"primary_cat":"cond-mat.stat-mech","authors_text":"L\\'eo Touzo, Mathis Gu\\'eneau","submitted_at":"2024-04-16T13:06:38Z","abstract_excerpt":"We consider a generic one-dimensional stochastic process $x(t)$, or a random walk $X_n$, which describes the position of a particle evolving inside an interval $[a,b]$, with absorbing walls located at $a$ and $b$. In continuous time, $x(t)$ is driven by some equilibrium process $\\mathbf{\\theta}(t)$, while in discrete time, the jumps of $X_n$ follow a stationary process that obeys a time reversal property. An important observable to characterize its behaviour is the exit probability $E_b(x,t)$, which is the probability for the particle to be absorbed first at the wall $b$, before or at time $t$"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2404.10537","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2404.10537/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}