A Semi-Deterministic Random Walk with Resetting

We consider a discrete-time random walk <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>(</mo><msub><mi>x</mi><mi>t</mi></msub><mo>)</mo><...

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Main Authors: Javier Villarroel, Miquel Montero, Juan Antonio Vega
Format: Article
Language:English
Published: MDPI AG 2021-06-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/7/825
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author Javier Villarroel
Miquel Montero
Juan Antonio Vega
author_facet Javier Villarroel
Miquel Montero
Juan Antonio Vega
author_sort Javier Villarroel
collection DOAJ
description We consider a discrete-time random walk <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>(</mo><msub><mi>x</mi><mi>t</mi></msub><mo>)</mo></mrow></semantics></math></inline-formula> which, at random times, is reset to the starting position and performs a deterministic motion between them. We show that the quantity <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo form="prefix">Pr</mo><mfenced separators="" open="(" close=")"><msub><mi>x</mi><mrow><mi>t</mi><mo>+</mo><mn>1</mn></mrow></msub><mrow><mo>=</mo><mi>n</mi><mo>+</mo><mn>1</mn><mo>|</mo></mrow><msub><mi>x</mi><mi>t</mi></msub><mo>=</mo><mi>n</mi></mfenced><mo>,</mo><mi>n</mi><mo>→</mo><mo>∞</mo></mrow></semantics></math></inline-formula> determines if the system is averse, neutral or inclined towards resetting. It also classifies the stationary distribution. Double barrier probabilities, first passage times and the distribution of the escape time from intervals are determined.
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spelling doaj.art-6659c93350b54a6190277604f332f5162023-12-03T13:14:11ZengMDPI AGEntropy1099-43002021-06-0123782510.3390/e23070825A Semi-Deterministic Random Walk with ResettingJavier Villarroel0Miquel Montero1Juan Antonio Vega2Instituto Universitario Física y Matemáticas University of Salamanca, Plaza Merced s/n, 37008 Salamanca, SpainDepartament de Física de Matèria Condensada, University of Barcelona, Martí i Franquès 1, E-08028 Barcelona, SpainInstituto Universitario Física y Matemáticas University of Salamanca, Plaza Merced s/n, 37008 Salamanca, SpainWe consider a discrete-time random walk <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>(</mo><msub><mi>x</mi><mi>t</mi></msub><mo>)</mo></mrow></semantics></math></inline-formula> which, at random times, is reset to the starting position and performs a deterministic motion between them. We show that the quantity <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo form="prefix">Pr</mo><mfenced separators="" open="(" close=")"><msub><mi>x</mi><mrow><mi>t</mi><mo>+</mo><mn>1</mn></mrow></msub><mrow><mo>=</mo><mi>n</mi><mo>+</mo><mn>1</mn><mo>|</mo></mrow><msub><mi>x</mi><mi>t</mi></msub><mo>=</mo><mi>n</mi></mfenced><mo>,</mo><mi>n</mi><mo>→</mo><mo>∞</mo></mrow></semantics></math></inline-formula> determines if the system is averse, neutral or inclined towards resetting. It also classifies the stationary distribution. Double barrier probabilities, first passage times and the distribution of the escape time from intervals are determined.https://www.mdpi.com/1099-4300/23/7/825random walk with resettingescape probabilitiesexit times
spellingShingle Javier Villarroel
Miquel Montero
Juan Antonio Vega
A Semi-Deterministic Random Walk with Resetting
Entropy
random walk with resetting
escape probabilities
exit times
title A Semi-Deterministic Random Walk with Resetting
title_full A Semi-Deterministic Random Walk with Resetting
title_fullStr A Semi-Deterministic Random Walk with Resetting
title_full_unstemmed A Semi-Deterministic Random Walk with Resetting
title_short A Semi-Deterministic Random Walk with Resetting
title_sort semi deterministic random walk with resetting
topic random walk with resetting
escape probabilities
exit times
url https://www.mdpi.com/1099-4300/23/7/825
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