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Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
Journal of Statistical Mechanics: Theory and Experiment ( IF 2.4 ) Pub Date : 2024-02-19 , DOI: 10.1088/1742-5468/ad2678
Wusong Guo , Hao Yan , Hanshuang Chen

We study the extreme value statistics of first-passage trajectories generated from a one-dimensional drifted Brownian motion subject to stochastic resetting to the starting point with a constant rate r. Each stochastic trajectory starts from a positive position x 0 and terminates whenever the particle hits the origin for the first time. We obtain an exact expression for the marginal distribution Pr(M|x0) of the maximum displacement M. We find that stochastic resetting has a profound impact on Pr(M|x0) and the expected value M of M. Depending on the drift velocity v, M shows three distinct trends of change with r. For v0 , M decreases monotonically with r, and tends to 2x0 as r . For vc<v<0 , M shows a nonmonotonic dependence on r, in which a minimum M exists for an intermediate level of r. For vvc , M increases monotonically with r. Moreover, by deriving the propagator and using a path decomposition technique, we obtain, in the Laplace domain, the joint distribution of M and the time tm at which the maximum M is reached. Interestingly, the dependence of the expected value tm of tm on r is either monotonic or nonmonotonic, depending on the value of v. For v>vm , there is a nonzero resetting rate at which tm attains its minimum. Otherwise, tm increases monotonically with r. We provide an analytical determination of two critical values of v, vc1.69415D/x0 and vm1.66102D/x0 , where D is the diffusion constant. Finally, numerical simulations are performed to support our theoretical results.

中文翻译:

随机重置下漂移布朗运动第一通道轨迹的极值统计

我们研究一维漂移布朗运动产生的第一通道轨迹的极值统计,该运动以恒定速率随机重置到起点r。每个随机轨迹从正位置开始X 0并在粒子第一次撞击原点时终止。我们得到了边际分布的精确表达式 r中号|X0 最大位移中号。我们发现随机重置对 r中号|X0 和期望值 中号 中号。取决于漂移速度v, 中号 显示了三种不同的变化趋势r。为了 v0 , 中号 单调递减r,并且倾向于 2X0 作为 r无穷大 。为了 vC<v<0 , 中号 显示出非单调依赖性r,其中最小 中号 存在于中等水平r。为了 vvC , 中号 单调增加r。此外,通过推导传播器并使用路径分解技术,我们在拉普拉斯域中获得了中号和时间Tm 此时最大中号到达了。有趣的是,期望值的依赖性 t Tm r是单调的还是非单调的,取决于v。为了 v>v ,存在一个非零重置率 t 达到最小值。否则, t 单调增加r。我们提供了两个临界值的分析确定v, vC-1.69415D/X0 v-1.66102D/X0 , 在哪里D是扩散常数。最后,进行数值模拟来支持我们的理论结果。
更新日期:2024-02-19
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