Limit theorems for the Wiener process with resetting
Probability
2025-12-09 v1
Abstract
We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate function and establish a large deviation principle for the supremum of the process over long time intervals.
Cite
@article{arxiv.2512.06325,
title = {Limit theorems for the Wiener process with resetting},
author = {A. V. Logachov and O. M. Logachova and A. A. Yambartsev and K. A. Zaykov},
journal= {arXiv preprint arXiv:2512.06325},
year = {2025}
}