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Related papers: Cover times with stochastic resetting

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We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

The deterministic random walk is a deterministic process analogous to a random walk. While there are some results on the cover time of the rotor-router model, which is a deterministic random walk corresponding to a simple random walk,…

Discrete Mathematics · Computer Science 2016-05-16 Takeharu Shiraga

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

Stochastic resetting has attracted significant attention in recent years due to its wide-ranging applications across physics, biology, and search processes. In most existing studies, however, resetting events are governed by an external…

Statistical Mechanics · Physics 2026-03-31 Arup Biswas , Satya N Majumdar , Arnab Pal

We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…

Probability · Mathematics 2021-05-31 Christophe Profeta

The convergence, convergence rate and expected hitting time play fundamental roles in the analysis of randomised search heuristics. This paper presents a unified Markov chain approach to studying them. Using the approach, the sufficient and…

Optimization and Control · Mathematics 2013-12-10 Jun He , Feidun He , Xin Yao

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

We consider a random two-phase process which we call a reset-return one. The particle starts its motion at the origin. The first, displacement, phase corresponds to a stochastic motion of a particle and is finished at a resetting event. The…

Statistical Mechanics · Physics 2020-05-27 Anna S. Bodrova , Igor M. Sokolov

We study the probability density function (PDF) of the cover time $t_c$ of a finite interval of size $L$, by $N$ independent one-dimensional Brownian motions, each with diffusion constant $D$. The cover time $t_c$ is the minimum time needed…

Statistical Mechanics · Physics 2016-12-23 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and L\'evy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back…

Statistical Mechanics · Physics 2022-06-22 Alejandro P. Riascos , Denis Boyer , José L. Mateos

We address the effect of stochastic resetting on diffusion and subdiffusion process. For diffusion we find that MSD relaxes to a constant only when the distribution of reset times possess finite mean and variance. In this case, the leading…

Statistical Mechanics · Physics 2022-07-13 R. K. Singh , K. Gorska , T. Sandev

We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the…

Statistical Mechanics · Physics 2019-09-04 Satya N. Majumdar , Alberto Rosso , Andrea Zoia

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

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…

Statistical Mechanics · Physics 2024-04-03 Kristian Stølevik Olsen , Hartmut Löwen

We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…

Statistical Mechanics · Physics 2009-11-11 S Condamin , O. Benichou , M. Moreau

This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…

Probability · Mathematics 2025-08-06 Nikos I. Kavallaris , Christos V. Nikolopoulos , Subramani Sankar

In this paper we deal with the classical problem of random cover times. We investigate the distribution of the time it takes for a Poisson process of cylinders to cover a set $A \subset \mathbb{R}^d.$ This Poisson process of cylinders is…

Probability · Mathematics 2018-10-17 Erik I. Broman , Filipe Mussini