English

Local large deviation principle for Wiener process with random resetting

Probability 2019-11-18 v1

Abstract

We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper we establish the local large deviation principle (LLDP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution.

Keywords

Cite

@article{arxiv.1911.06751,
  title  = {Local large deviation principle for Wiener process with random resetting},
  author = {A. Logachov and O. Logachova and A. Yambartsev},
  journal= {arXiv preprint arXiv:1911.06751},
  year   = {2019}
}
R2 v1 2026-06-23T12:17:21.501Z