4.7 Article

Large deviations for Markov processes with resetting

Journal

PHYSICAL REVIEW E
Volume 92, Issue 6, Pages -

Publisher

AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.92.062148

Keywords

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Funding

  1. National Institute for Theoretical Physics
  2. Harry Crossley Foundation
  3. National Research Foundation of South Africa [90322, 96199]
  4. Stellenbosch University

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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 time-additive functions or observables of Markov processes with resetting. By deriving a renewal formula linking generating functions with and without resetting, we are able to obtain the rate function of such observables, characterizing the likelihood of their fluctuations in the long-time limit. We consider as an illustration the large deviations of the area of the Ornstein-Uhlenbeck process with resetting. Other applications involving diffusions, random walks, and jump processes with resetting or catastrophes are discussed.

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