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...

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Detalles Bibliográficos
Autores: Montero Torralbo, Miquel, Villarroel, Javier
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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spelling Directed random walk with random restarts: The Sisyphus random walkMontero Torralbo, MiquelVillarroel, JavierRutes aleatòries (Matemàtica)Processos estocàsticsProcessos de MarkovRandom walks (Mathematics)Stochastic processesMarkov processesIn 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 Society2016201620162016info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersion10 p.application/pdfhttps://hdl.handle.net/2445/102230Articles publicats en revistes (Física de la Matèria Condensada)reponame:Recercat. Dipósit de la Recerca de Catalunyainstname:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)InglésReproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.94.032132Physical Review E, 2016, vol. 94, num. 3, p. 032132http://dx.doi.org/10.1103/PhysRevE.94.032132(c) American Physical Society, 2016info:eu-repo/semantics/openAccessoai:recercat.cat:2445/1022302026-05-29T05:05:01Z
dc.title.none.fl_str_mv Directed random walk with random restarts: The Sisyphus random walk
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
dc.creator.none.fl_str_mv Montero Torralbo, Miquel
Villarroel, Javier
author Montero Torralbo, Miquel
author_facet Montero Torralbo, Miquel
Villarroel, Javier
author_role author
author2 Villarroel, Javier
author2_role author
dc.subject.none.fl_str_mv Rutes aleatòries (Matemàtica)
Processos estocàstics
Processos de Markov
Random walks (Mathematics)
Stochastic processes
Markov processes
topic 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
dc.date.none.fl_str_mv 2016
2016
2016
2016
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/102230
url https://hdl.handle.net/2445/102230
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Reproducció del document publicat a: http://dx.doi.org/10.1103/PhysRevE.94.032132
Physical Review E, 2016, vol. 94, num. 3, p. 032132
http://dx.doi.org/10.1103/PhysRevE.94.032132
dc.rights.none.fl_str_mv (c) American Physical Society, 2016
info:eu-repo/semantics/openAccess
rights_invalid_str_mv (c) American Physical Society, 2016
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 10 p.
application/pdf
dc.publisher.none.fl_str_mv American Physical Society
publisher.none.fl_str_mv American Physical Society
dc.source.none.fl_str_mv Articles publicats en revistes (Física de la Matèria Condensada)
reponame:Recercat. Dipósit de la Recerca de Catalunya
instname:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
instname_str Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
reponame_str Recercat. Dipósit de la Recerca de Catalunya
collection Recercat. Dipósit de la Recerca de Catalunya
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.81155

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