Title:
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Directed random walk with random restarts: The Sisyphus random walk
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Author:
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Montero Torralbo, Miquel; Villarroel, Javier
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Other authors:
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Universitat de Barcelona |
Abstract:
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In this paper we consider a particular version of the random walk with restarts: random reset events which suddenly bring the system to the starting value. We analyze its relevant statistical properties, like the transition probability, and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks, and other extreme statistics are also derived; we consider counting problems naturally associated with the system. Finally we indicate feasible generalizations useful for interpreting different physical effects. |
Subject(s):
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-Rutes aleatòries (Matemàtica) -Processos estocàstics -Processos de Markov -Random walks (Mathematics) -Stochastic processes -Markov processes |
Rights:
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(c) American Physical Society, 2016
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Document type:
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Article Article - Published version |
Published by:
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American Physical Society
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