First passage times under frequent stochastic resetting

2023/02/10 by Linn, Samantha, Lawley, Sean D · 1 citation
#60G40 #60J60 #60J70 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Statistical Mechanics (cond-mat.stat-mech)

paper · doi:10.48550/arxiv.2302.05409

Abstract

We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search process without resetting can be estimated. In addition to the typical case of exponentially distributed resetting times, we prove our results for a wide array of resetting time distributions. We illustrate our results in several examples and show that the errors of our approximations vanish exponentially fast in typical scenarios of diffusive search.

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