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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
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
P r ( M | x 0 )
of the maximum displacement M . We find that stochastic resetting has a profound impact on
P r ( M | x 0 )
and the expected value
⟨ M ⟩
of M . Depending on the drift velocity v ,
⟨ M ⟩
shows three distinct trends of change with r . For
v ⩾ 0
,
⟨ M ⟩
decreases monotonically with r , and tends to
2 x 0
as
r → ∞
. For
v c < v < 0
,
⟨ M ⟩
shows a nonmonotonic dependence on r , in which a minimum
⟨ M ⟩
exists for an intermediate level of r . For
v ⩽ v c
,
⟨ 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
⟨ t m ⟩
of tm
on r is either monotonic or nonmonotonic, depending on the value of v . For
v > v m
, there is a nonzero resetting rate at which
⟨ t m ⟩
attains its minimum. Otherwise,
⟨ t m ⟩
increases monotonically with r . We provide an analytical determination of two critical values of v ,
v c ≈ − 1.694 15 D / x 0
and
v m ≈ − 1.661 02 D / x 0
, 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
磷 r ( 中号 | X 0 )
最大位移中号 。我们发现随机重置对
磷 r ( 中号 | X 0 )
和期望值
⟨ 中号 ⟩
的中号 。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
v ⩾ 0
,
⟨ 中号 ⟩
单调递减r ,并且倾向于
2 X 0
作为
r → 无穷大
。为了
v C < 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
v ⩽ v C
,
⟨ 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值
此时最大中号 到达了。有趣的是,期望值的依赖性
⟨ t 米 ⟩
的Tm值
在r 是单调的还是非单调的,取决于v 。为了
v > v 米
,存在一个非零重置率
⟨ t 米 ⟩
达到最小值。否则,
⟨ t 米 ⟩
单调增加r 。我们提供了两个临界值的分析确定v ,
v C ≈ - 1.694 15 D / X 0
和
v 米 ≈ - 1.661 02 D / X 0
, 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
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