Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
From MaRDI portal
Publication:6625313
DOI10.1088/1742-5468/ad2678MaRDI QIDQ6625313
Hao Yan, Hanshuang Chen, Wusong Guo
Publication date: 28 October 2024
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
- Limit theorems of occupation times for Markov processes
- Limiting forms of the frequency distribution of the largest or smallest member of a sample.
- Extreme value statistics of correlated random variables: a pedagogical review
- Sur la distribution limite du terme maximum d'une série aléatoire
- A Guide to First-Passage Processes
- On the area under a continuous time Brownian motion till its first-passage time
- Diffusion with optimal resetting
- Large Deviations of Extreme Eigenvalues of Random Matrices
- Diffusion under time-dependent resetting
- Extreme value statistics from the real space renormalization group: Brownian motion, Bessel processes and continuous time random walks
- Top eigenvalue of a random matrix: large deviations and third order phase transition
- Occupation time statistics of the random acceleration model
- On the time to reach maximum for a variety of constrained Brownian motions
- Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential
- Time at which the maximum of a random acceleration process is reached
- Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou
- Universality classes for extreme-value statistics
- Run and tumble particle under resetting: a renewal approach
- Drift-diffusion on a Cayley tree with stochastic resetting: the localization–delocalization transition
- First-passage Brownian functionals with stochastic resetting
- Number of distinct sites visited by a resetting random walker
- The inspection paradox in stochastic resetting
- Record statistics for random walks and Lévy flights with resetting
- An exactly solvable predator prey model with resetting
- Péclet number governs transition to acceleratory restart in drift-diffusion
- Random walks on complex networks under node-dependent stochastic resetting
- Maximum and records of random walks with stochastic resetting
- Generalised ‘Arcsine’ laws for run-and-tumble particle in one dimension
- First-Passage Phenomena and Their Applications
- Effects of refractory period on stochastic resetting
- Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
- Applications of extreme value statistics in physics
- The first-passage area for drifted Brownian motion and the moments of the Airy distribution
- Diffusion with resetting in arbitrary spatial dimension
- Diffusion with resetting in bounded domains
- An Occupation Time Theorem for A Class of Stochastic Processes
- Non-equilibrium steady states of stochastic processes with intermittent resetting
- Statistics of first-passage Brownian functionals
- Intermittent resetting potentials
- Stochastic resetting and applications
- Universal survival probability for a correlated random walk and applications to records
- Stochastic resetting with stochastic returns using external trap
- Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
- Brownian motion under intermittent harmonic potentials
- First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
This page was built for publication: Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting