期刊
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
卷 49, 期 22, 页码 -出版社
IOP PUBLISHING LTD
DOI: 10.1088/1751-8113/49/22/225001
关键词
Markov processes; stochastic resetting; large deviations
资金
- EPSRC [EP/J007404/1]
- Weizmann Institute
- EPSRC [EP/J007404/1] Funding Source: UKRI
- Engineering and Physical Sciences Research Council [EP/J007404/1] Funding Source: researchfish
We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t) for a steady-state probability distribution of the position of the particle to exist. We derive the form of the steady-state distributions under some particular choices of r(t) and also consider the late time relaxation behavior of the probability distribution. We consider first passage time properties for the Brownian particle to reach the origin and derive a formula for the mean first passage time (MFPT). Finally, we study optimal properties of the MFPT and show that a threshold function is at least locally optimal for the problem of minimizing the MFPT.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据