English
Related papers

Related papers: Non-standard diffusion under Markovian resetting i…

200 papers

The discrete stochastic dynamics of a random walker in the presence of resetting and memory is analyzed. Resetting and memory effects may compete for certain parameter regime and lead to significant changes in the long time dynamics of the…

Statistical Mechanics · Physics 2023-11-15 Upendra Harbola

The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that…

Statistical Mechanics · Physics 2026-03-17 M. Dahlenburg G. Pagnini

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…

Statistical Mechanics · Physics 2021-06-16 Fernanda H. González , Alejandro P. Riascos , Denis Boyer

We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…

Statistical Mechanics · Physics 2010-06-18 L. Turban

The cost of stochastic resetting is considered within the context of a discrete random walk model. In addition to standard stochastic resetting, for which a reset occurs with a certain probability after \emph{each} step, we introduce a…

Statistical Mechanics · Physics 2024-10-30 Deepak Gupta , Bart Cleuren

We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…

Statistical Mechanics · Physics 2016-05-18 Arnab Pal , Anupam Kundu , Martin R. Evans

We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…

Statistical Mechanics · Physics 2009-11-10 Gunter M. Schütz , Steffen Trimper

We consider diffusive motion of a particle performing a random walk with L\'evy distributed jump lengths and subject to resetting mechanism bringing the walker to an initial position at uniformly distributed times. In the limit of infinite…

Statistical Mechanics · Physics 2015-11-25 Lukasz Kusmierz , Ewa Gudowska-Nowak

Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…

Statistical Mechanics · Physics 2023-11-08 Karol Capała , Bartłomiej Dybiec

Stochastic resetting -- the intermittent restart of random processes -- has profoundly reshaped first-passage theory, providing a mechanism to control and optimize completion times. While the influence of resetting on mean first-passage…

Probability · Mathematics 2026-03-27 Juan Antonio Vega Coso

We consider the problem of the first passage time to the origin of a spatially non-homogeneous random walk with a position-dependent drift, known as the Gillis random walk, in the presence of resetting. The walk starts from an initial site…

Probability · Mathematics 2022-12-09 Mattia Radice

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [-a,a]. For a of the order of one, the exit probabilities to each edge of the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. Antal , S. Redner

In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…

Statistical Mechanics · Physics 2019-05-22 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

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

We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…

Probability · Mathematics 2016-08-14 Benjamin Jourdain , Tony Lelièvre , Błażej Miasojedow

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

Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…

Statistical Mechanics · Physics 2021-09-27 Takashi Odagaki

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…

Statistical Mechanics · Physics 2015-06-19 Martin R. Evans , Satya N. Majumdar

We study random walks with stochastic resetting to the initial position on arbitrary networks. We obtain the stationary probability distribution as well as the mean and global first passage times, which allow us to characterize the effect…

Statistical Mechanics · Physics 2020-07-03 Alejandro P. Riascos , Denis Boyer , Paul Herringer , José L. Mateos

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Statistical Mechanics · Physics 2017-03-29 Tomasz Srokowski