English

Spectral Duality and Reset-Neutral Distributions in Random Walks with Multi-Site Geometric Resetting

Probability 2026-05-04 v1 Spectral Theory

Abstract

We study the gambler's ruin problem for a biased random walk on {0,1,,a}\{0,1,\dots,a\} under multi-site geometric resetting: at each time step, the walker is reset with probability γ(0,1)\gamma\in(0,1) to a random position drawn from a distribution π\pi over mm interior sites. Using renewal theory, we derive an exact closed-form expression for the ruin probability qz(γ)q_z(\gamma), showing that the effect of π\pi is fully encoded in a single scalar quantity, the \emph{coupling constant} C(π,γ)=uˉπ/sˉπC(\pi,\gamma)=\bar{u}_\pi/\bar{s}_\pi. A spectral analysis via Doob symmetrization reveals the structure of this coupling. Our main result is a general criterion -- valid for any absorbed Markov chain admitting a spectral decomposition -- for the existence of a \emph{reset-neutral} distribution π\pi^* such that C(π,γ)C(\pi^*,\gamma) is independent of γ\gamma. This occurs under a spectral duality condition: there exists an involution σ\sigma on the reset sites and ν\nu-independent weights κ(z)\kappa(z) such that Bν(z)=κ(z)Aν(σ(z))B_\nu(z) = \kappa(z)\,A_\nu(\sigma(z)) for all spectral modes ν\nu. When this condition holds, the invariant value is C=qa/2(0)C^* = q_{a/2}^{(0)}, the classical ruin probability from the midpoint, independent of the choice of symmetric reset sites or resetting rate. For the biased random walk, the condition reduces to the geometric symmetry zi+zi=az_i + z_i' = a. This result holds for any aa, any number of reset sites mm, and any bias p(0,1)p\in(0,1). Both analytical and Monte Carlo simulations confirm the theory with high precision, including tests of spectrally neutral sites. Numerical results also reveal a phase-like structure in the space of reset distributions, with π\pi^* acting as a separatrix between monotone regimes.

Keywords

Cite

@article{arxiv.2605.00657,
  title  = {Spectral Duality and Reset-Neutral Distributions in Random Walks with Multi-Site Geometric Resetting},
  author = {Juan Antonio Vega Coso},
  journal= {arXiv preprint arXiv:2605.00657},
  year   = {2026}
}

Comments

21 pages, 6 figures, 2 tables