Stochastic resetting by a random amplitude
Statistical Mechanics
2021-05-26 v1 Biological Physics
Abstract
Stochastic resetting, a diffusive process whose amplitude is "reset" to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. We here generalize the resetting step by introducing a random resetting amplitude, such that the diffusing particle may be only partially reset towards the trajectory origin, or even overshoot the origin in a resetting step. We introduce different scenarios for the random-amplitude stochastic resetting process and discuss the resulting dynamics. Direct applications are geophysical layering (stratigraphy) as well as population dynamics or financial markets, as well as generic search processes.
Cite
@article{arxiv.2104.14866,
title = {Stochastic resetting by a random amplitude},
author = {M. Dahlenburg and A. V. Chechkin and R. Schumer and R. Metzler},
journal= {arXiv preprint arXiv:2104.14866},
year = {2021}
}
Comments
28 pages, 10 figures, RevTeX