First passage in discrete-time absorbing Markov chains under stochastic resetting

Author:

Chen HanshuangORCID,Li Guofeng,Huang Feng

Abstract

Abstract First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this paper, we study the effect of stochastic resetting on first passage properties of discrete-time absorbing Markov chains, described by a transition matrix Q between transient states and a transition matrix R from transient states to absorbing states. Using a renewal approach, we exactly derive the unconditional mean first passage time (MFPT) to any absorbing state, the splitting probabilities and the conditional MFPT to a specific absorbing state without hitting any other absorbing state. All the quantities can be expressed in terms of a deformed fundamental matrix Z γ = I ( 1 γ ) Q 1 and R, where I is the identity matrix, and γ is the resetting probability at each time step. We further show a sufficient condition under which the unconditional MPFT can be optimized by stochastic resetting. Finally, we apply our results to two concrete examples: symmetric random walks on one-dimensional lattices with absorbing boundaries and voter model on complete graphs.

Funder

Key Scientific Research Fund of Anhui Provincial Education Department

National Natural Science Foundation of China

Publisher

IOP Publishing

Subject

General Physics and Astronomy,Mathematical Physics,Modeling and Simulation,Statistics and Probability,Statistical and Nonlinear Physics

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