Spectral content of fractional Brownian motion with stochastic reset

DOI10.1088/1751-8121/aadef0zbMath1407.60056arXiv1806.03435OpenAlexW3101624388WikidataQ129328223 ScholiaQ129328223MaRDI QIDQ3120030

Satya N. Majumdar, G. Oshanin

Publication date: 28 February 2019

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.03435

zbMATH Keywords

fractional Brownian motionpower spectral densitystochastic reset

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60)

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Cites Work

• Condensation transition in joint large deviations of linear statistics
• Phase transitions in large deviations of reset processes
• Diffusion with optimal resetting
• Stochastic search with Poisson and deterministic resetting
• Long time scaling behaviour for diffusion with resetting and memory
• Optimal diffusive search: nonequilibrium resetting versus equilibrium dynamics
• Fractional Brownian Motions, Fractional Noises and Applications
• Non-equilibrium steady states of stochastic processes with intermittent resetting

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