Distribution of extreme first passage times of diffusion

• Published in: Journal of mathematical biology Vol. 80; no. 7; pp. 2301 - 2325
• Main Author: Lawley, Sean D.
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2020; Springer Nature B.V
• Subjects: Applications of Mathematics; Approximation; Extreme value theory; Extreme values; Mathematical analysis; Mathematical and Computational Biology; Mathematics; Mathematics and Statistics; Probability distribution; Rescaling; Scaling; Statistical analysis; First passage time; 60G70; Extreme value theory; 92B05; Diffusion; 92C05
• ISSN: 0303-6812; 1432-1416
• DOI: 10.1007/s00285-020-01496-9

Many events in biology are triggered when a diffusing searcher finds a target, which is called a first passage time (FPT). The overwhelming majority of FPT studies have analyzed the time it takes a single searcher to find a target. However, the more relevant timescale in many biological systems is the time it takes the fastest searcher(s) out of many searchers to find a target, which is called an extreme FPT. In this paper, we apply extreme value theory to find a tractable approximation for the full probability distribution of extreme FPTs of diffusion. This approximation can be easily applied in many diverse scenarios, as it depends on only a few properties of the short time behavior of the survival probability of a single FPT. We find this distribution by proving that a careful rescaling of extreme FPTs converges in distribution as the number of searchers grows. This limiting distribution is a type of Gumbel distribution and involves the LambertW function. This analysis yields new explicit formulas for approximations of statistics of extreme FPTs (mean, variance, moments, etc.) which are highly accurate and are accompanied by rigorous error estimates.