Working Paper Article Version 1 This version is not peer-reviewed

A Semi-Deterministic Random Walk with Resetting

Version 1 : Received: 4 June 2021 / Approved: 7 June 2021 / Online: 7 June 2021 (08:04:12 CEST)

A peer-reviewed article of this Preprint also exists.

Villarroel, J.; Montero, M.; Vega, J.A. A Semi-Deterministic Random Walk with Resetting. Entropy 2021, 23, 825. Villarroel, J.; Montero, M.; Vega, J.A. A Semi-Deterministic Random Walk with Resetting. Entropy 2021, 23, 825.

Journal reference: Entropy 2021, 23, 825
DOI: 10.3390/e23070825

Abstract

We consider a discrete-time random walk (xt) which at random times is reset to the starting position and performs a deterministic motion between them. We show that the quantity Prxt+1=n+1|xt=n,n→∞ determines if the system is averse, neutral or inclined towards resetting. It also classifies the stationary distribution. Double barrier probabilities, first passage times and the distribution of the escape time from intervals are determined.

Keywords

Random walk with resetting; Escape probabilities; Exit times

Subject

MATHEMATICS & COMPUTER SCIENCE, Algebra & Number Theory

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