Comparison of Brownian jump and Brownian bridge resetting in search for Gaussian target on the line and in space

From MaRDI portal
Publication:6166701

DOI10.1088/1751-8121/ACE865zbMATH Open1516.60048arXiv2205.02063MaRDI QIDQ6166701FDOQ6166701


Authors: Ross G. Pinsky Edit this on Wikidata


Publication date: 3 August 2023

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

Abstract: For dge1 and r>0, let X(d;r)(cdot) be a d-dimensional Brownian motion with diffusion coefficient D, equipped with an exponential clock with rate r. When the clock rings, the process jumps to the origin and begins anew. For a parameter T>0, let Xextbb,d;T(cdot) be the process that performs a d-dimensional Brownian bridge with diffusion coefficient D and bridge interval T, and then at time T starts anew from the origin, and let Xd;T be the process that performs a d-dimensional Brownian motion with diffusion coefficient D up until time T, at which time it jumps to the origin and begins anew. Denote expectations by E0d;r,E0extbb,d;T and E0d;T. These Markov processes with resetting search for a random target ainmathbbRd with centered Gaussian distribution of variance sigma2, denoted by musigma2extGauss,d. Fix epsilon0>0. Let aua be the hitting time of a, for d=1, and the hitting time of the epsilon0-ball around a, for dge2. The expected time to locate the target for each of the processes is , where E0โˆ— stands for E0d;r,E0extbb,d;T or E0d;T. For d=1 and d=3, we calculate the infimum of each of the above expressions over r>0 or T>0 as appropriate, in order to compare the relative efficiencies of the three search processes. In terms of the parameters D and sigma, in the 1-dimensional case these infima scale as fracsigma2D, which is a natural scaling, but in the 3-dimensional case, they scale anomalously as fracsigma3D. We also show that in the 2-dimensional case, the infimum over r>0 for the first of the three search processes scales as fracsigma2D as in the 1-dimensional case.


Full work available at URL: https://arxiv.org/abs/2205.02063




Recommendations




Cites Work


Cited In (2)





This page was built for publication: Comparison of Brownian jump and Brownian bridge resetting in search for Gaussian target on the line and in space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6166701)