Entropy (Jun 2021)

A Semi-Deterministic Random Walk with Resetting

  • Javier Villarroel,
  • Miquel Montero,
  • Juan Antonio Vega

DOI
https://doi.org/10.3390/e23070825
Journal volume & issue
Vol. 23, no. 7
p. 825

Abstract

Read online

We consider a discrete-time random walk (xt) which, at random times, is reset to the starting position and performs a deterministic motion between them. We show that the quantity Prxt+1=n+1|xt=n,n→∞ determines if the system is averse, neutral or inclined towards resetting. It also classifies the stationary distribution. Double barrier probabilities, first passage times and the distribution of the escape time from intervals are determined.

Keywords