Directed random walk with random restarts: The Sisyphus random walk
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 fir...
| Autores: | , |
|---|---|
| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2016 |
| País: | España |
| Institución: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:2445/102230 |
| Acceso en línea: | https://hdl.handle.net/2445/102230 |
| Access Level: | acceso abierto |
| Palabra clave: | Rutes aleatòries (Matemàtica) Processos estocàstics Processos de Markov Random walks (Mathematics) Stochastic processes Markov processes |
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oai:recercat.cat:2445/102230 |
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España |
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Directed random walk with random restarts: The Sisyphus random walk Montero Torralbo, Miquel Villarroel, Javier Rutes aleatòries (Matemàtica) Processos estocàstics Processos de Markov Random walks (Mathematics) Stochastic processes Markov processes 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. American Physical Society https://hdl.handle.net/2445/102230 |
| title |
Directed random walk with random restarts: The Sisyphus random walk |
| spellingShingle |
Directed random walk with random restarts: The Sisyphus random walk Montero Torralbo, Miquel Rutes aleatòries (Matemàtica) Processos estocàstics Processos de Markov Random walks (Mathematics) Stochastic processes Markov processes |
| title_short |
Directed random walk with random restarts: The Sisyphus random walk |
| title_full |
Directed random walk with random restarts: The Sisyphus random walk |
| title_fullStr |
Directed random walk with random restarts: The Sisyphus random walk |
| title_full_unstemmed |
Directed random walk with random restarts: The Sisyphus random walk |
| title_sort |
Directed random walk with random restarts: The Sisyphus random walk |
| author |
Montero Torralbo, Miquel |
| author_facet |
Montero Torralbo, Miquel Villarroel, Javier |
| author_role |
author |
| author2 |
Villarroel, Javier |
| author2_role |
author |
| topic |
Rutes aleatòries (Matemàtica) Processos estocàstics Processos de Markov Random walks (Mathematics) Stochastic processes Markov processes |
| topic_facet |
Rutes aleatòries (Matemàtica) Processos estocàstics Processos de Markov Random walks (Mathematics) Stochastic processes Markov processes |
| description |
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. |
| publishDate |
2016 |
| format |
article |
| status_str |
publishedVersion |
| url |
https://hdl.handle.net/2445/102230 |
| eu_rights_str_mv |
openAccess |
| publisher |
American Physical Society |
| institution |
Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| collection |
Recercat. Dipósit de la Recerca de Catalunya |
| reponame_str |
Recercat. Dipósit de la Recerca de Catalunya |
| instname_str |
Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| _version_ |
1878434266275119104 |
| publishDateSort |
2016 |
| author_browse |
Montero Torralbo, Miquel Villarroel, Javier |
| publisherStr |
American Physical Society |
| score |
6.9303427 |