On the waiting time distribution for continuous stochastic systems

The waiting time distribution (WTD) is a common tool for analysing discrete stochastic processes in classical and quantum systems. However, there are many physical examples where the dynamics is continuous and only approximately discrete, or where it is favourable to discuss the dynamics on a discretized and a continuous level in parallel. An example is the hindered motion of particles through potential landscapes with barriers. In the present paper we propose a consistent generalisation of the WTD from the discrete case to situations where the particles perform continuous barrier-crossing characterised by a finite duration. To this end, we introduce a recipe to calculate the WTD from the Fokker-Planck/Smoluchowski equation. In contrast to the closely related first passage time distribution (FPTD), which is frequently used to describe continuous processes, the WTD contains information about the direction of motion. As an application, we consider the paradigmatic example of an overdamped particle diffusing through a washboard potential. To verify the approach and to elucidate its numerical implications, we compare the WTD defined via the Smoluchowski equation with data from direct simulation of the underlying Langevin equation and find full consistency provided that the jumps in the Langevin approach are defined properly. Moreover, for sufficiently large energy barriers, the WTD defined via the Smoluchowski equation becomes consistent with that resulting from the analytical solution of a (two-state) master equation model for the short-time dynamics developed previous by us [PRE 86, 061135 (2012)]. Thus, our approach "interpolates" between these two types of stochastic motion. We illustrate our approach for both symmetric systems and systems under constant force.Comment: 12 pages, 10 figure

Fractional calculus and continuous-time finance II: the waiting-time distribution

We complement the theory of tick-by-tick dynamics of financial markets based on a Continuous-Time Random Walk (CTRW) model recently proposed by Scalas et al., and we point out its consistency with the behaviour observed in the waiting-time distribution for BUND future prices traded at LIFFE, London.Comment: Revised version, 17 pages, 4 figures. Physica A, Vol. 287, No 3-4, 468--481 (2000). Proceedings of the International Workshop on "Economic Dynamics from the Physics Point of View", Bad-Honnef (Germany), 27-30 March 200

Waiting time distribution for electron transport in a molecular junction with electron-vibration interaction

On the elementary level, electronic current consists of individual electron tunnelling events that are separated by random time intervals. The waiting time distribution is a probability to observe the electron transfer in the detector electrode at time $t+\tau$ given that an electron was detected in the same electrode at earlier time $t$. We study waiting time distribution for quantum transport in a vibrating molecular junction. By treating the electron-vibration interaction exactly and molecule-electrode coupling perturbatively, we obtain master equation and compute the distribution of waiting times for electron transport. The details of waiting time distributions are used to elucidate microscopic mechanism of electron transport and the role of electron-vibration interactions. We find that as nonequilibrium develops in molecular junction, the skewness and dispersion of the waiting time distribution experience stepwise drops with the increase of the electric current. These steps are associated with the excitations of vibrational states by tunnelling electrons. In the strong electron-vibration coupling regime, the dispersion decrease dominates over all other changes in the waiting time distribution as the molecular junction departs far away from the equilibrium

Single Molecule Michaelis-Menten Equation beyond Quasi-Static Disorder

The classic Michaelis-Menten equation describes the catalytic activities for ensembles of enzyme molecules very well. But recent single-molecule experiment showed that the waiting time distribution and other properties of single enzyme molecule are not consistent with the prediction based on the viewpoint of ensemble. It has been contributed to the slow inner conformational changes of single enzyme in the catalytic processes. In this work we study the general dynamics of single enzyme in the presence of dynamic disorder. We find that at two limiting cases, the slow reaction and nondiffusion limits, Michaelis-Menten equation exactly holds although the waiting time distribution has a multiexponential decay behaviors in the nondiffusion limit.Particularly, the classic Michaelis-Menten equation still is an excellent approximation other than the two limits.Comment: 10 pages, 1 figur