中文
相关论文

相关论文: Stochastic multiplicative processes with reset eve…

200 篇论文

The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…

统计力学 · 物理学 2014-02-04 Xavier Durang , Malte Henkel , Hyunggyu Park

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

统计金融 · 定量金融 2021-05-26 Damián H. Zanette , Susanna Manrubia

Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

统计力学 · 物理学 2025-10-01 Maxence Arutkin , Shlomi Reuveni

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…

统计力学 · 物理学 2025-01-31 Claude Godrèche , Jean-Marc Luck

We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the…

统计力学 · 物理学 2019-04-02 Martin R. Evans , Satya N. Majumdar

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…

统计力学 · 物理学 2016-06-22 Apoorva Nagar , Shamik Gupta

Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…

统计力学 · 物理学 2015-06-25 D. Sornette

A common and effective method for calculating the steady-state distribution of a process under stochastic resetting is the renewal approach that requires only the knowledge of the reset-free propagator of the underlying process and the…

统计力学 · 物理学 2024-11-15 Ron Vatash , Amy Altshuler , Yael Roichman

We study the behaviour of a Symmetric Exclusion Process (SEP) in presence of stochastic resetting where the configuration of the system is reset to a step-like profile with a fixed rate $r.$ We show that the presence of resetting affects…

统计力学 · 物理学 2019-10-16 Urna Basu , Anupam Kundu , Arnab Pal

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

A multiplicative stochastic process with the lower bound lognormally distributed is investigated. For the process, the model is constructed, and its distribution function (involving four parameters) and the related statistical properties…

数据分析、统计与概率 · 物理学 2024-01-19 Ken Yamamoto , Yoshihiro Yamazaki

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.…

统计力学 · 物理学 2016-03-23 Stephan Eule , Jakob Metzger

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…

概率论 · 数学 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…

统计力学 · 物理学 2022-12-21 Oriol Artime

In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a…

统计力学 · 物理学 2020-06-24 Martin R. Evans , Satya N. Majumdar , Gregory Schehr

An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…

统计力学 · 物理学 2009-11-11 Piero Olla

Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…

统计力学 · 物理学 2022-10-05 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

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

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…

统计力学 · 物理学 2024-06-17 Kristian Stølevik Olsen , Hartmut Löwen

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
‹ 上一页 1 2 3 10 下一页 ›