Related papers: Autocorrelation functions and ergodicity in diffus…
A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…
In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…
Dynamical and spatial correlations of eigenfunctions as well as energy level correlations in the Anderson model on random regular graphs (RRG) are studied. We consider the critical point of the Anderson transition and the delocalized phase.…
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…
We study the behaviour of a Symmetric Exclusion Process (SEP) in presence of stochastic resetting where the configuration of the system is reset to a step-like profile with a fixed rate $r.$ We show that the presence of resetting affects…
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^{\alpha}$, this process yield anomalous diffusion of the form $\ < x^2(t)\ >…
The stochastic dynamics of colloidal particles with surface activity--in the form of catalytic reaction or particle release--and self-phoretic effects is studied analytically. Three different time scales corresponding to inertial effects,…
We combine the processes of resetting and first-passage to define \emph{first-passage resetting}, where the resetting of a random walk to a fixed position is triggered by a first-passage event of the walk itself. In an infinite domain,…
We investigate stochastic resetting in coupled systems involving two degrees of freedom, where only one variable is reset. The resetting variable, which we think of as hidden, indirectly affects the remaining observable variable through…
We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…
Processes controlled by stochastic synthesis and degradation (SSD) are widespread in biology but their reaction kinetics are not well understood. Using methods borrowed from the theory of resetting processes, we determine the first-passage…
We present a method for enhanced sampling of molecular dynamics simulations using stochastic resetting. Various phenomena, ranging from crystal nucleation to protein folding, occur on timescales that are unreachable in standard simulations.…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
We investigate the observables of the one-dimensional model for anomalous transport in semiconductor devices where diffusion arises from scattering at dislocations at fixed random positions, known as L\'evy-Lorentz gas. To gain insight into…
Diffusion-a measure of dynamics, and entropy-a measure of disorder in the system, are found to be intimately correlated in many systems, and the correlation is often strongly non-linear. We explore the origin of this complex dependence by…
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…
Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…
We study the infinite-horizon average (ergodic) risk sensitive control problem for diffusion processes under a general structural hypothesis: there is a partition of state space into two subsets, where the controlled diffusion process…
We study the diffusive transport of Markovian random walks on arbitrary networks with stochastic resetting to multiple nodes. We deduce analytical expressions for the stationary occupation probability and for the mean and global first…