Effects of refractory period on stochastic resetting. (English) Zbl 1422.60054
Summary: We consider a stochastic process undergoing resetting after which a random refractory period is imposed. In this period the process is quiescent and remains at the resetting position. Using a first-renewal approach, we compute exactly the stationary position distribution and analyse the emergence of a delta peak at the resetting position. In the case of a power – law distribution for the refractory period we find slow relaxation. We generalise our results to the case when the resetting period and the refractory period are correlated, by computing the Laplace transform of the survival probability of the process and the mean first passage time, i.e. the mean time to completion of a task. We also compute exactly the joint distribution of the active and absorption time to a fixed target.
MSC:
| 60G07 | General theory of stochastic processes |
| 60G22 | Fractional processes, including fractional Brownian motion |
| 60J60 | Diffusion processes |
| 60K15 | Markov renewal processes, semi-Markov processes |
| 49M20 | Numerical methods of relaxation type |
| 62N02 | Estimation in survival analysis and censored data |
Software:
RESTARTReferences:
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