Continuous-time random walks with reset events: Historical background and new perspectives
Abstract
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the process moves in a fixed direction between the reset events, either by the effect of the random jumps, or by the action of a deterministic bias. However, the orientation of its motion is randomly determined after each restart. As a result of these alternating dynamics, interesting properties do emerge. General formulas for the propagator as well as for two extreme statistics, the survival probability and the mean first-passage time, are also derived. The rigor of these analytical results is verified by numerical estimations, for particular but illuminating examples.
Cite
@article{arxiv.1706.04812,
title = {Continuous-time random walks with reset events: Historical background and new perspectives},
author = {Miquel Montero and Axel Masó-Puigdellosas and Javier Villarroel},
journal= {arXiv preprint arXiv:1706.04812},
year = {2017}
}
Comments
11 pages, 5 figures