Properties of additive functionals of Brownian motion with resetting
- 1. Mathematical Institute, Leiden University, 2300 RA Leiden (Netherlands)
- 2. Laboratoire de Physique Statistique et Modèles Statistiques, UMR 8626, Université Paris-Sud, Orsay 91405 (France)
- 3. National Institute for Theoretical Physics (NITheP), Stellenbosch 7600 (South Africa)
Description
We study the distribution of additive functionals of reset Brownian motion, a variation of normal Brownian motion in which the path is interrupted at a given rate and placed back to a given reset position. Our goal is two-fold: (1) for general functionals, we derive a large deviation principle in the presence of resetting and identify the large deviation rate function in terms of a variational formula involving large deviation rate functions without resetting. (2) For three examples of functionals (positive occupation time, area and absolute area), we investigate the effect of resetting by computing distributions and moments, using a formula that links the generating function with resetting to the generating function without resetting. (paper)
Availability note (English)
Available from http://dx.doi.org/10.1088/1751-8121/ab0efdAdditional details
Identifiers
Publishing Information
- Journal Title
- Journal of Physics. A, Mathematical and Theoretical (Online)
- Journal Volume
- 52
- Journal Issue
- 17
- Journal Page Range
- [24 p.]
- ISSN
- 1751-8121
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 52025647
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- BROWNIAN MOVEMENT; DISTRIBUTION; VARIATIONAL METHODS; VARIATIONS
- Descriptors DEC
- CALCULATION METHODS