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2016-09-26

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/102230

Directed random walk with random restarts: The Sisyphus random walk

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http://dx.doi.org/10.1103/PhysRevE.94.032132

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.

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Rutes aleatòries (Matemàtica), Processos estocàstics, Processos de Markov

Subject (English)

Random walks (Mathematics), Stochastic processes, Markov processes

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Articles publicats en revistes (Física de la Matèria Condensada)

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MONTERO TORRALBO, Miquel and VILLARROEL, Javier. Directed random walk with random restarts: The Sisyphus random walk. Physical Review E. 2016. Vol. 94, num. 3, pags. 032132. ISSN 1539-3755. [consulted: 9 of June of 2026]. Available at: https://hdl.handle.net/2445/102230

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