Back to Search
Start Over
Stochastic resetting and applications
- 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
- Subjects :
- Statistics and Probability
Physics
Fractional Brownian motion
Statistical Mechanics (cond-mat.stat-mech)
Quantitative Biology::Neurons and Cognition
Field (physics)
Stochastic process
Reset (finance)
FOS: Physical sciences
General Physics and Astronomy
Statistical and Nonlinear Physics
Function (mathematics)
Fixed point
01 natural sciences
010305 fluids & plasmas
Lévy flight
Position (vector)
Modeling and Simulation
0103 physical sciences
Statistical physics
cond-mat.stat-mech
010306 general physics
Computer Science::Formal Languages and Automata Theory
Condensed Matter - Statistical Mechanics
Mathematical Physics
Subjects
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