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We study the effects of stochastic resetting on the Reallocating geometric Brownian motion (RGBM), an established model for resource redistribution relevant to systems such as population dynamics, evolutionary processes, economic activity,…

Statistical Mechanics · Physics 2024-11-20 Petar Jolakoski , Pece Trajanovski , Arnab Pal , Viktor Stojkoski , Ljupco Kocarev , Trifce Sandev

We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…

Statistical Mechanics · Physics 2023-06-26 Eli Barkai , Rosa Flaquer-Galmes , Vicenç Méndez

We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…

Statistical Mechanics · Physics 2022-07-19 Mattia Radice

We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…

Statistical Mechanics · Physics 2019-05-22 Deepak Gupta

We study a generalized geometric Brownian motion framework that incorporates both entries of new units and exit mechanisms for the current population, extending earlier stochastic resetting models where these rates are treated as identical.…

General Economics · Economics 2026-05-20 Suvam Pal , Viktor Stojkoski , Arnab Pal , Trifce Sandev

Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential…

Mathematical Physics · Physics 2013-03-15 Ole Peters , William Klein

Inertia is intrinsic to many living and synthetic active systems, from animals and robotic agents to colloidal swimmers, and it strongly shapes transport. Many such systems employ intermittent restart protocols to regulate exploration.…

Soft Condensed Matter · Physics 2026-02-25 Manish Patel , Amir Shee

We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…

Mathematical Physics · Physics 2026-02-11 C. Chen , M. Colangeli , M. H. Duong , M. Serva

We study the position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the…

Statistical Mechanics · Physics 2021-04-20 Vijay Kumar , Onkar Sadekar , Urna Basu

In this paper, we introduce a new stochastic process of $N$ interacting particles on the line that evolve via Dyson Brownian motion (DBM) with Dyson's index $\beta > 0$ and undergo simultaneous resetting to their initial positions at a…

Statistical Mechanics · Physics 2025-07-03 Marco Biroli , Satya N. Majumdar , Gregory Schehr

Stochastic resetting describes dynamics which are reinitialized to a reference state at random times. These protocols are attracting significant interest: they can stabilize nonequilibrium stationary states, generate correlations in…

Quantum Physics · Physics 2026-01-21 Federico Carollo , Sascha Wald

We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…

Statistical Mechanics · Physics 2021-07-28 Ion Santra , Santanu Das , Sujit Kumar Nath

We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

Stochastic resetting generates nonequilibrium steady states by interspersing unitary quantum dynamics with resets at random times. When the state to which the system is reset is chosen conditionally on the outcome of a global and spatially…

Statistical Mechanics · Physics 2025-10-14 David Soldner , Igor Lesanovsky , Gabriele Perfetto

Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

Statistical Mechanics · Physics 2022-04-15 Shamik Gupta , Arun M. Jayannavar

We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position…

Statistical Mechanics · Physics 2023-01-30 Ion Santra , Urna Basu , Sanjib Sabhapandit

A regime-switching geometric Brownian motion is used to model a geometric Brownian motion with its coefficients changing randomly according to a Markov chain. In this work, we give a complete characterization of the recurrent property of…

Probability · Mathematics 2016-06-15 Jinghai Shao

The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…

Statistical Mechanics · Physics 2024-01-23 Julia Cantisán , Alexandre R. Nieto , Jesús M. Seoane , Miguel A. F. Sanjuán

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

Stochastic resetting is known for its ability to accelerate search processes and induce non-equilibrium steady states. Here, we compare the relaxation times and resulting steady states of resetting and thermal relaxation for Brownian motion…

Statistical Mechanics · Physics 2025-10-31 Nir Sherf , Remi Goerlich , Barak Hirshberg , Yael Roichman
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