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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…

Statistical Mechanics · Physics 2022-11-18 Trifce Sandev , Ljupco Kocarev , Ralf Metzler , Aleksei Chechkin

Properties of stochastic systems are defined by the noise type and deterministic forces acting on the system. In out-of-equilibrium setups, e.g., for motions under action of L\'evy noises, the existence of the stationary state is not only…

Statistical Mechanics · Physics 2023-06-21 Przemysław Pogorzelec , Bartłomiej Dybiec

Resetting is a renewal mechanism in which a process is intermittently repeated after a random or fixed time. This simple act of stop and repeat profoundly influences the behaviour of a system as exemplified by the emergence of…

Statistical Mechanics · Physics 2024-03-22 Saikat Santra , Prashant Singh

We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…

Statistical Mechanics · Physics 2022-08-31 Ohad Vilk , Michael Assaf , Baruch Meerson

We study two different forms of fluctuation-dissipation processes generating anomalous relaxations to equilibrium of an initial out of equilibrium condition, the former being based on a stationary although very slow correlation function and…

Data Analysis, Statistics and Probability · Physics 2017-10-18 Rohisha Tuladhar , Mauro Bologna , Paolo Grigolini

Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…

Machine Learning · Statistics 2025-06-09 Milind Nakul , Vidya Muthukumar , Ashwin Pananjady

The stochastic quantization of dissipative systems is discussed. It is shown that in order to stochastically quantize a system with dissipation, one has to restrict the Fourier transform of the space-time variable to the positive half…

High Energy Physics - Theory · Physics 2009-10-28 Rodanthy Tzani

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

We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…

Statistical Mechanics · Physics 2024-01-03 Vicenç Mendez , Rosa Flaquer-Galmés , Daniel Campos

In many physical situations, there appears the problem of reaching a single target that is spatially distributed. Here we analyse how stochastic resetting, also spatially distributed, can be used to improve the search process when the…

Statistical Mechanics · Physics 2023-11-22 Gregorio García-Valladares , Carlos A. Plata , Antonio Prados , Alessandro Manacorda

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

We study the positive occupation time of a run-and-tumble particle (RTP) subject to stochastic resetting. Under the resetting protocol, the position of the particle is reset to the origin at a random sequence of times that is generated by a…

Statistical Mechanics · Physics 2020-11-04 Paul C Bressloff

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

Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…

Dynamical Systems · Mathematics 2014-03-04 N. Haydn , S. Vaienti

Stochastic processes with renewal properties are powerful tools for modeling systems where memory effects and long-time correlations play a significant role. In this work, we study a broad class of renewal processes where a variable's value…

Statistical Mechanics · Physics 2025-10-15 Marco Bianucci , Mauro Bologna , Daniele Lagomarsino-Oneto , Riccardo Mannella

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

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

We present a one-dimensional model for diffusion in a fluctuating lattice; that is a lattice which can be in two or more states. Transitions between the lattice states are induced by a combination of two processes: one periodic…

Statistical Mechanics · Physics 2007-05-23 Jorge A. Revelli , Carlos. E. Budde , Horacio S. Wio

We analytically investigate the dynamic behavior of an an-isotropic active Brownian particle under various stochastic resetting protocols in two dimensions. The motion of shape-asymmetric active Brownian particles in two dimensions leads to…

Statistical Mechanics · Physics 2025-11-26 Anirban Ghosh , Sudipta Mandal , Subhasish Chaki

We study a one-dimensional gas of $N$ Brownian particles that diffuse independently but are simultaneously reset whenever any of them reaches a fixed threshold located at $L > 0$. For any $N > 2$, the system reaches a non-equilibrium…

Statistical Mechanics · Physics 2026-02-18 Marco Biroli , Satya N. Majumdar , Gregory Schehr
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