Large volume statistics of first-passage observables of $d$-dimensional Jump Processes

Abstract

First-passage observables (FPO) are central to understanding stochastic processes in confined domains, with applications spanning chemical reaction kinetics, foraging behavior, and molecular transport. While extensive analytical results exist for continuous processes, discrete jump processes - crucial for describing empirically observed dynamics - remain largely unexplored in this context. This paper presents a comprehensive framework to systematically evaluate FPO for $d$-dimensional isotropic jump processes, in the asymptotic regime of large confining domains, capturing both geometric and dynamical observables. Leveraging the connection between jump processes and their continuous counterparts, we address the limitations of continuous approximations in capturing discrete effects, particularly near absorbing boundaries. Our method unifies FPO calculations across edge and bulk regimes, providing explicit asymptotic expressions for key observables, such as splitting probabilities, distributions of escape points, and first-passage time distributions in complex geometries. We illustrate our approach with paradigmatic examples, including splitting probabilities in two-dimensional eccentric disks and mean exit times for heavy-tailed processes. These results underscore the broad applicability of our framework to diverse physical systems, offering novel insights into the complexity of discrete dynamics in bounded geometries.