Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/102230
Title: Directed random walk with random restarts: The Sisyphus random walk
Author: Montero Torralbo, Miquel
Villarroel, Javier
Keywords: Rutes aleatòries (Matemàtica)
Processos estocàstics
Processos de Markov
Random walks (Mathematics)
Stochastic processes
Markov processes
Issue Date: 26-Sep-2016
Publisher: American Physical Society
Abstract: In this paper we consider a particular version of the random walk with restarts: random reset events which suddenly bring the system to the starting value. We analyze its relevant statistical properties, like the transition probability, and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks, and other extreme statistics are also derived; we consider counting problems naturally associated with the system. Finally we indicate feasible generalizations useful for interpreting different physical effects.
Note: Reproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.94.032132
It is part of: Physical Review E, 2016, vol. 94, num. 3, p. 032132
Related resource: http://dx.doi.org/10.1103/PhysRevE.94.032132
URI: http://hdl.handle.net/2445/102230
ISSN: 1539-3755
Appears in Collections:Articles publicats en revistes (Física de la Matèria Condensada)

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