A Semi-deterministic random walk with resetting

We consider a discrete-time random walk $(x_t)$ which at random times is reset to the starting position and performs a deterministic motion between them. We show that the quantity $\Pr \Big( x_{ t+1}= n+1 |x_{t}=n \Big), n\to \infty$ determines if the system is averse, neutral or inclined towards re...

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Bibliographic Details
Authors: Villarroel, Javier, Montero Torralbo, Miquel, Vega, Juan Antonio
Format: article
Status:Published version
Publication Date:2021
Country:España
Institution:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repository:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/178913
Online Access:https://hdl.handle.net/2445/178913
Access Level:Open access
Keyword:Rutes aleatòries (Matemàtica)
Distribució (Teoria de la probabilitat)
Random walks (Mathematics)
Distribution (Probability theory)
Description
Summary:We consider a discrete-time random walk $(x_t)$ which at random times is reset to the starting position and performs a deterministic motion between them. We show that the quantity $\Pr \Big( x_{ t+1}= n+1 |x_{t}=n \Big), n\to \infty$ determines if the system is averse, neutral or inclined towards resetting. It also classifica the stationary distribution. Double barrier probabilities, first passage times and the distribution of the escape time from intervals are determined.