A Semi-Deterministic Random Walk with Resetting

Entropy (Basel). 2021 Jun 28;23(7):825. doi: 10.3390/e23070825.

Abstract

We consider a discrete-time random walk (xt) which, at random times, is reset to the starting position and performs a deterministic motion between them. We show that the quantity Prxt+1=n+1|xt=n,n→∞ determines if the system is averse, neutral or inclined towards resetting. It also classifies the stationary distribution. Double barrier probabilities, first passage times and the distribution of the escape time from intervals are determined.

Keywords: escape probabilities; exit times; random walk with resetting.