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Stochastic resetting and applications

Authors :
Martin R. Evans
Satya N. Majumdar
Grégory Schehr
Source :
Evans, M R, Majumdar, S N & Schehr, G 2020, ' Stochastic Resetting and Applications ', Journal of Physics A: Mathematical and Theoretical, vol. 53, no. 19 . https://doi.org/10.1088/1751-8121/ab7cfe
Publication Year :
2020
Publisher :
IOP Publishing, 2020.

Abstract

In this Topical Review we consider stochastic processes under resetting, which have attracted a lot of attention in recent years. We begin with the simple example of a diffusive particle whose position is reset randomly in time with a constant rate $r$, which corresponds to Poissonian resetting, to some fixed point (e.g. its initial position). This simple system already exhibits the main features of interest induced by resetting: (i) the system reaches a nontrivial nonequilibrium stationary state (ii) the mean time for the particle to reach a target is finite and has a minimum, optimal, value as a function of the resetting rate $r$. We then generalise to an arbitrary stochastic process (e.g. L\'evy flights or fractional Brownian motion) and non-Poissonian resetting (e.g. power-law waiting time distribution for intervals between resetting events). We go on to discuss multiparticle systems as well as extended systems, such as fluctuating interfaces, under resetting. We also consider resetting with memory which implies resetting the process to some randomly selected previous time. Finally we give an overview of recent developments and applications in the field.<br />Comment: 68 pages, Topical Review accepted version to appear in Journal of Physics A: Mathematical and Theoretical 2020

Details

ISSN :
17518121 and 17518113
Volume :
53
Database :
OpenAIRE
Journal :
Journal of Physics A: Mathematical and Theoretical
Accession number :
edsair.doi.dedup.....89b802acb6f2538072b50c2ffb2a8928
Full Text :
https://doi.org/10.1088/1751-8121/ab7cfe