Phase transitions in the first-passage time of scale-invariant correlated processes

尺度不变关联过程首次通过时间中的相变

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Abstract

A key quantity describing the dynamics of complex systems is the first-passage time (FPT). The statistical properties of FPT depend on the specifics of the underlying system dynamics. We present a unified approach to account for the diversity of statistical behaviors of FPT observed in real-world systems. We find three distinct regimes, separated by two transition points, with fundamentally different behavior for FPT as a function of increasing strength of the correlations in the system dynamics: stretched exponential, power-law, and saturation regimes. In the saturation regime, the average length of FPT diverges proportionally to the system size, with important implications for understanding electronic delocalization in one-dimensional correlated-disordered systems.

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