Persistence and first-passage properties in nonequilibrium systems

• Published in: Advances in physics Vol. 62; no. 3; pp. 225 - 361
• Main Authors: Bray, Alan J., Majumdar, Satya N., Schehr, Grégory
• Format: Journal Article
• Language: English
• Published: Abingdon Taylor & Francis 01.06.2013; Taylor & Francis Ltd
• Subjects: 02.50.-r Probability theory; 05.40.-a Fluctuation phenomena; 05.70.Ln Nonequilibrium and irreversible thermodynamics; Acceleration; and Brownian motion; and statistics; first-passage; fluctuating interfaces; Markov processes; noise; nonequilibrium dynamics; persistence; phase-ordering; Probability distribution; random processes; Random walk theory; random walks; Stochastic models; Stochastic processes
• ISSN: 0001-8732; 1460-6976
• DOI: 10.1080/00018732.2013.803819

In this review, we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration problems, we progressively discuss the persistence properties in systems with many degrees of freedom. These systems include spin models undergoing phase-ordering dynamics, diffusion equation, fluctuating interfaces, etc. Persistence properties are nontrivial in these systems as the effective underlying stochastic process is non-Markovian. Several exact and approximate methods have been developed to compute the persistence of such non-Markov processes over the last two decades, as reviewed in this article. We also discuss various generalizations of the local site persistence probability. Persistence in systems with quenched disorder is discussed briefly. Although the main emphasis of this review is on the theoretical developments on persistence, we briefly touch upon various experimental systems as well.