Stochastic resetting by a random amplitude

Autor: Dahlenburg, M., Chechkin, A. V., Schumer, R., Metzler, R.
Rok vydání: 2021
Předmět:
Zdroj: Phys. Rev. E 103, 052123 (2021)
Druh dokumentu: Working Paper
DOI: 10.1103/PhysRevE.103.052123
Popis: Stochastic resetting, a diffusive process whose amplitude is "reset" to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. We here generalize the resetting step by introducing a random resetting amplitude, such that the diffusing particle may be only partially reset towards the trajectory origin, or even overshoot the origin in a resetting step. We introduce different scenarios for the random-amplitude stochastic resetting process and discuss the resulting dynamics. Direct applications are geophysical layering (stratigraphy) as well as population dynamics or financial markets, as well as generic search processes.
Comment: 28 pages, 10 figures, RevTeX
Databáze: arXiv