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http://hdl.handle.net/2289/6409
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DC Field | Value | Language |
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dc.contributor.author | Meylahn, Janusz M | - |
dc.contributor.author | Sabhapandit, Sanjib | - |
dc.contributor.author | Touchette, Hugo | - |
dc.date.accessioned | 2016-09-28T06:30:13Z | - |
dc.date.available | 2016-09-28T06:30:13Z | - |
dc.date.issued | 2015-12 | - |
dc.identifier.citation | Physical Review E, 2015, Vol 92, p062148 | en_US |
dc.identifier.issn | 2470-0045 | - |
dc.identifier.uri | http://hdl.handle.net/2289/6409 | - |
dc.description | Open Access | en_US |
dc.description.abstract | Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of time-additive functions or observables of Markov processes with resetting. By deriving a renewal formula linking generating functions with and without resetting, we are able to obtain the rate function of such observables, characterizing the likelihood of their fluctuations in the long-time limit. We consider as an illustration the large deviations of the area of the Ornstein-Uhlenbeck process with resetting. Other applications involving diffusions, random walks, and jump processes with resetting or catastrophes are discussed. | en_US |
dc.language.iso | en | en_US |
dc.publisher | American Physical Society | en_US |
dc.relation.uri | http://arxiv.org/abs/1510.02431 | en_US |
dc.relation.uri | http://dx.doi.org/10.1103/PhysRevE.92.062148 | en_US |
dc.rights | 2015 American Physical Society | en_US |
dc.title | Large deviations for Markov processes with resetting | en_US |
dc.type | Article | en_US |
Appears in Collections: | Research Papers (TP) |
Files in This Item:
File | Description | Size | Format | |
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2015_PhysRevE_92_062148.pdf | Open Access | 219.86 kB | Adobe PDF | View/Open |
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