Author:
Smith Naftali R.,Majumdar Satya N.,Schehr Grégory
Abstract
Abstract
Given a random process
which undergoes stochastic resetting at a constant rate r to a position drawn from a distribution
, we consider a sequence of dynamical observables
associated to the intervals between resetting events. We calculate exactly the probabilities of various events related to this sequence: that the last element is larger than all previous ones, that the sequence is monotonically increasing, etc. Remarkably, we find that these probabilities are “super-universal”, i.e., that they are independent of the particular process
, the observables A
k
's in question and also the resetting distribution
. For some of the events in question, the universality is valid provided certain mild assumptions on the process and observables hold (e.g., mirror symmetry).
Subject
General Physics and Astronomy
Cited by
6 articles.
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