TY - JOUR
T1 - Local time of diffusion with stochastic resetting
AU - Pal, Arnab
AU - Chatterjee, Rakesh
AU - Reuveni, Shlomi
AU - Kundu, Anupam
N1 - Publisher Copyright:
© 2019 IOP Publishing Ltd.
PY - 2019/6/5
Y1 - 2019/6/5
N2 - Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the presence of an absorbing boundary. Given a Brownian trajectory that evolved for t units of time, the local time is simply defined as the total time the trajectory spent in a small vicinity of its initial position. However, as Brownian trajectories are stochastic - the local time itself is a random variable which fluctuates round and about its mean value. In the past, the statistics of these fluctuations has been quantified in detail; but not in the presence of resetting which biases the particle to spend more time near its starting point. Here, we extend past results to include the possibility of stochastic resetting with, and without, the presence of an absorbing boundary and/or drift. We obtain exact results for the moments and distribution of the local time and these reveal that its statistics usually admits a simple form in the long-time limit. And yet, while fluctuations in the absence of stochastic resetting are typically non-Gaussian - resetting gives rise to Gaussian fluctuations. The analytical findings presented herein are in excellent agreement with numerical simulations.
AB - Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the presence of an absorbing boundary. Given a Brownian trajectory that evolved for t units of time, the local time is simply defined as the total time the trajectory spent in a small vicinity of its initial position. However, as Brownian trajectories are stochastic - the local time itself is a random variable which fluctuates round and about its mean value. In the past, the statistics of these fluctuations has been quantified in detail; but not in the presence of resetting which biases the particle to spend more time near its starting point. Here, we extend past results to include the possibility of stochastic resetting with, and without, the presence of an absorbing boundary and/or drift. We obtain exact results for the moments and distribution of the local time and these reveal that its statistics usually admits a simple form in the long-time limit. And yet, while fluctuations in the absence of stochastic resetting are typically non-Gaussian - resetting gives rise to Gaussian fluctuations. The analytical findings presented herein are in excellent agreement with numerical simulations.
KW - Brownian motion
KW - diffusion
KW - first-passage
KW - local time
KW - stochastic resetting
UR - http://www.scopus.com/inward/record.url?scp=85069534494&partnerID=8YFLogxK
U2 - 10.1088/1751-8121/ab2069
DO - 10.1088/1751-8121/ab2069
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AN - SCOPUS:85069534494
SN - 1751-8113
VL - 52
JO - Journal of Physics A: Mathematical and Theoretical
JF - Journal of Physics A: Mathematical and Theoretical
IS - 26
M1 - 264002
ER -