Dynamical phase transition in the first-passage probability of a Brownian motion.

We study the first-passage time distribution (FPTD) F(t_{f}|x_{0},L) for a freely diffusing particle starting at x_{0} in one dimension, to a target located at L, averaged over the initial position x_{0} drawn from a normalized distribution (1/σ)g(x_{0}/σ) of finite width σ. We show the averaged FPTD undergoes a sharp dynamical phase transition from a two-peak structure for b=L/σ>b_{c} to a single-peak structure for b