First Passage under Restart with Branching

Arnab Pal, Iddo Eliazar, Shlomi Reuveni

Research output: Contribution to journalArticlepeer-review

67 Scopus citations

Abstract

First passage under restart with branching is proposed as a generalization of first passage under restart. Strong motivation to study this generalization comes from the observation that restart with branching can expedite the completion of processes that cannot be expedited with simple restart; yet a sharp and quantitative formulation of this statement is still lacking. We develop a comprehensive theory of first passage under restart with branching. This reveals that two widely applied measures of statistical dispersion - the coefficient of variation and the Gini index - come together to determine how restart with branching affects the mean completion time of an arbitrary stochastic process. The universality of this result is demonstrated and its connection to extreme value theory is also pointed out and explored.

Original languageEnglish
Article number020602
JournalPhysical Review Letters
Volume122
Issue number2
DOIs
StatePublished - 15 Jan 2019

Funding

FundersFunder number
Raymond and Beverly Sackler
Azrieli Foundation

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