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Related papers: Cover times with stochastic resetting

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The effect of refractory periods in partial resetting processes is studied. Under Poissonian partial resets, a state variable jumps to a value closer to the origin by a fixed fraction at constant rate, $x\to a x$. Following each reset, a…

Statistical Mechanics · Physics 2024-06-17 Kristian Stølevik Olsen , Hartmut Löwen

A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability…

Artificial Intelligence · Computer Science 2008-01-30 Arturo Berrones

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…

Classical Analysis and ODEs · Mathematics 2015-05-07 Adrian Falkowski , Leszek Slominski

Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…

Statistical Mechanics · Physics 2016-03-23 Stephan Eule , Jakob Metzger

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Probability · Mathematics 2023-04-24 Marco Zamparo

We show how effectively the diffusive capture processes (DCP) on complex networks can be applied to information search in the networks. Numerical simulations show that our method generates only 2% of traffic compared with the most popular…

Physics and Society · Physics 2009-11-13 Sungmin Lee , Soon-Hyung Yook , Yup Kim

Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…

Probability · Mathematics 2017-05-22 Samuel Herrmann , Cristina Zucca

We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…

Statistical Mechanics · Physics 2026-02-18 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

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 derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…

Probability · Mathematics 2013-06-06 David J. W. Simpson , Rachel Kuske

The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…

Probability · Mathematics 2016-02-09 Yi-Ching Yao , Daniel Wei-Chung Miao , Xenos Chang-Shuo Lin

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

Simple random coverage models, well studied in Euclidean space, can also be defined on a general compact metric space. By analogy with the geometric models, and with the discrete coupon collector's problem and with cover times for finite…

Probability · Mathematics 2021-02-01 David J. Aldous

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

Statistical Mechanics · Physics 2025-01-31 Claude Godrèche , Jean-Marc Luck

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi

The paper deals with non-linear Poisson neuron network models with bounded memory dynamics, that can include both Hebbian learning mechanisms and refractory periods. The state of a network is described by the times elapsed since its neurons…

Probability · Mathematics 2012-06-21 Konstantin Borovkov , Geoffrey Decrouez , Matthieu Gilson

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…

Probability · Mathematics 2013-01-01 Tetsuya Hattori , Seiichiro Kusuoka

Recent experiments have implemented resetting by means of an external trap, whereby a system relaxes to the minimum of the trap and is reset in a finite time. In this work, we set up and analyse the thermodynamics of such a protocol. We…

Statistical Mechanics · Physics 2024-10-01 Kristian Stølevik Olsen , Deepak Gupta , Francesco Mori , Supriya Krishnamurthy