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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…

概率论 · 数学 2023-04-24 Marco Zamparo

We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position…

统计力学 · 物理学 2023-01-30 Ion Santra , Urna Basu , Sanjib Sabhapandit

We study the position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the…

统计力学 · 物理学 2021-04-20 Vijay Kumar , Onkar Sadekar , Urna Basu

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…

统计力学 · 物理学 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

We study the statistical properties of first-passage time functionals of a one dimensional Brownian motion in the presence of stochastic resetting. A first-passage functional is defined as $V=\int_0^{t_f} Z[x(\tau)]$ where $t_f$ is the…

统计力学 · 物理学 2022-06-08 Prashant Singh , Arnab Pal

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)…

统计力学 · 物理学 2016-05-18 Arnab Pal , Anupam Kundu , Martin R. Evans

We study two Brownian particles in dimension $d=1$, diffusing under an interacting resetting mechanism to a fixed position. The particles are subject to a constant drift, which biases the Brownian particles toward each other. We derive the…

统计力学 · 物理学 2017-02-15 Ricardo Falcao , Martin R. Evans

We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and…

软凝聚态物质 · 物理学 2024-05-14 Yanis Baouche , Thomas Franosch , Matthias Meiners , Christina Kurzthaler

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…

统计力学 · 物理学 2022-07-19 Mattia Radice

We consider Brownian motion under resetting in higher dimensions for the case when the return of the particle to the origin occurs at a constant speed. We investigate the behavior of the probability density function (PDF) and of the…

统计力学 · 物理学 2020-09-23 Anna S. Bodrova , Igor M. Sokolov

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

统计力学 · 物理学 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

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…

统计力学 · 物理学 2020-05-27 Anna S. Bodrova , Igor M. Sokolov

We consider motion of an overdamped Brownian particle subject to stochastic resetting in one dimension. In contrast to the usual setting where the particle is instantaneously reset to a preferred location (say, the origin), here we consider…

统计力学 · 物理学 2021-05-26 Deepak Gupta , Arnab Pal , Anupam Kundu

Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…

统计力学 · 物理学 2016-01-06 Janusz M. Meylahn , Sanjib Sabhapandit , Hugo Touchette

Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…

统计力学 · 物理学 2025-04-09 Martin R. Evans , John C. Sunil

We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…

统计力学 · 物理学 2023-06-26 Eli Barkai , Rosa Flaquer-Galmes , Vicenç Méndez

Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…

统计力学 · 物理学 2025-10-08 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

统计力学 · 物理学 2015-06-22 Yaming Chen , Wolfram Just

It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The…

概率论 · 数学 2023-10-20 Yuu Hariya

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

概率论 · 数学 2023-10-11 Marcin Magdziarz , Kacper Taźbierski
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