Directed random walk with random restarts: The Sisyphus random walk

Phys Rev E. 2016 Sep;94(3-1):032132. doi: 10.1103/PhysRevE.94.032132. Epub 2016 Sep 26.

Abstract

In this paper we consider a particular version of the random walk with restarts: random reset events which suddenly bring the system to the starting value. We analyze its relevant statistical properties, like the transition probability, and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks, and other extreme statistics are also derived; we consider counting problems naturally associated with the system. Finally we indicate feasible generalizations useful for interpreting different physical effects.