Local large deviation principle for Wiener process with random resetting

DOI10.1142/S021949372050032XMaRDI QIDQ5133908zbMATH OpenWikidataFDO

Authors

Publication date 11 November 2020

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.06751

zbMATH Keywords

diffusive processes with resettinglocal large deviation principleWiener process with resetting

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15) Brownian motion (60J65)

Abstract: We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper we establish the local large deviation principle (LLDP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution.

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Cited in

(3)

• Statistical fluctuations under resetting: rigorous results
• On a diffusion which stochastically restarts from moving random spatial positions: a non-renewal framework
• Processes with catastrophes: large deviation point of view

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