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Related papers: Replicating a renewal process at random times

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We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…

Statistical Mechanics · Physics 2024-01-18 Aleksander A. Stanislavsky

The random walk process underlies the description of a large number of real world phenomena. Here we provide the study of random walk processes in time varying networks in the regime of time-scale mixing; i.e. when the network connectivity…

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,…

Statistical Mechanics · Physics 2021-06-22 B. De Bruyne , J. Randon-Furling , S. Redner

Recently the so-called Prabhakar generalization of the fractional Poisson counting process attracted much interest for his flexibility to adapt real world situations. In this renewal process the waiting times between events are IID…

Probability · Mathematics 2020-12-10 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

There exist important stochastic physical processes involving infinite mean waiting times. The mean divergence has dramatic consequences on the process dynamics. Fractal time random walks, a diffusion process, and subrecoil laser cooling, a…

Disordered Systems and Neural Networks · Physics 2015-06-24 F. Bardou

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 consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…

Probability · Mathematics 2016-08-08 Bojan Basrak , Drago Špoljarić

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

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

Statistical Mechanics · Physics 2022-06-29 Claude Godrèche , Jean-Marc Luck

Stochastic resetting, where a dynamical process is intermittently returned to a fixed reference state, has emerged as a powerful mechanism for optimizing first-passage properties. Existing theory largely treats static, non-learning…

Machine Learning · Computer Science 2026-03-18 Jello Zhou , Vudtiwat Ngampruetikorn , David J. Schwab

We study two types of stochastic processes, a mean-field spatial system of interacting Fisher-Wright diffusions with an inferior and an advantageous type with rare mutation (inferior to advantageous) and a (mean-field) spatial system of…

Probability · Mathematics 2010-08-02 Donald A. Dawson , Andreas Greven

The main subject of the study in this paper is the simultaneous renewal time for two time-inhomogeneous Markov chains which start with arbitrary initial distributions. By a simultaneous renewal we mean the first time of joint hitting the…

Probability · Mathematics 2020-01-09 Vitaliy Golomoziy

We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…

Physics and Society · Physics 2011-04-25 D. D. Han , J. H. Qian , Y. G. Ma

We consider a closed quantum system subject to a stochastic resetting process. The generic expression for the resulting density operator is formulated for arbitrary resetting dynamics, fully characterised by the distribution of times…

Quantum Physics · Physics 2023-02-15 Francisco J. Sevilla , Andrea Valdés-Hernández

We introduce stochastically resetting deterministic processes -- the simplest subclass of general resetting stochastic processes -- finding them to be repackaged renewal processes. In particular, we consider the stochastically resetting…

Probability · Mathematics 2024-12-19 Blake Pehrson

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 consider a walker moving in a one-dimensional interval with absorbing boundaries under the effect of Markovian resettings to the initial position. The walker's motion follows a random walk characterized by a general waiting time…

Statistical Mechanics · Physics 2022-05-25 Vicenç Méndez , Axel Masó-Puigdellosas , Daniel Campos

Stochastic processes can model many emerging phenomena on networks, like the spread of computer viruses, rumors, or infectious diseases. Understanding the dynamics of such stochastic spreading processes is therefore of fundamental interest.…

Social and Information Networks · Computer Science 2019-01-07 Gerrit Großmann , Verena Wolf

We suggest to construct infinite stochastic binary sequences by associating one of the two symbols of the sequence with the renewal times of an underlying renewal process. Focusing on stationary binary sequences corresponding to delayed…

Mathematical Physics · Physics 2023-04-24 Marco Zamparo