Published April 26, 2019 | Version v1
Journal article

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/ab0efd

Additional 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